C++ Market Data Engineer
Citadel SecuritiesAbout the Role
The Market Data team designs and operates the high-performance systems that power Citadel Securities' production trading environment, where correctness, determinism, throughput, and latency directly impact trading performance and P&L.
- Design, implement, and own high-performance market data systems, including feed handlers, order book construction, distribution frameworks, and research-facing tools and services.
- Drive exchange protocol upgrades, venue onboarding, and behavioral changes while preserving strict determinism and latency guarantees.
- Expand market and asset class coverage to support trading growth across equities, futures, options, and adjacent products.
- Continuously improve data quality, completeness, and internal consistency across the platform.
- Optimize systems for throughput, latency, and resiliency under extreme production load.
- Act as a strong production owner, independently driving projects from design through deployment and long-term operational support.
- Partner with trading and quantitative research teams to translate business requirements into robust, performant technical solutions.
- Contribute to architectural direction and raise engineering standards across the team.
Responsibilities
- Design, implement, and own high-performance market data systems, including feed handlers, order book construction, distribution frameworks, and research-facing tools and services
- Drive exchange protocol upgrades, venue onboarding, and behavioral changes while preserving strict determinism and latency guarantees
- Expand market and asset class coverage to support trading growth across equities, futures, options, and adjacent products
- Continuously improve data quality, completeness, and internal consistency across the platform
- Optimize systems for throughput, latency, and resiliency under extreme production load
- Act as a strong production owner, independently driving projects from design through deployment and long-term operational support
- Partner with trading and quantitative research teams to translate business requirements into robust, performant technical solutions
- Contribute to architectural direction and raise engineering standards across the team
Requirements
- Strong hands-on experience in modern C++ within performance-critical systems
- Deep understanding of large-scale, real-time, low-latency systems, including multithreading, memory management, and networking
- Experience building or maintaining market data feed handlers, order book systems, or exchange connectivity infrastructure
- Strong debugging and problem-solving skills in complex, real-time production environments
- Familiarity with exchange protocols (e.g., ITCH, PITCH, iMpact, OUCH, etc.)
- Demonstrated ownership of systems operating in production environments
- Ability to balance performance, correctness, and maintainability in pragmatic engineering decisions
What You'll Get
- $125k–$350k base salary
- Medical insurance
- Life insurance
- Retirement plans
- Tax-free savings plans
- Access to other healthcare programs