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- Tasks: Join us to enhance our market data parsers and tackle exciting challenges in C++ development.
- Company: BMLL is a cutting-edge data analytics company revolutionising financial markets with innovative solutions.
- Benefits: Enjoy remote work flexibility, weekly team lunches, and a fully stocked office kitchen!
- Why this job: Be part of a collaborative culture where your ideas matter and you can make a real impact.
- Qualifications: You need experience in C++, Python, and market data protocols, plus a STEM degree.
- Other info: We celebrate diversity and are committed to creating an inclusive workplace for everyone.
The predicted salary is between 48000 - 72000 £ per year.
ABOUT BMLL: We are a historical data and analytics company, solving some of the most complex and challenging problems in big data and financial markets. We have built an award-winning data analytics platform for processing vast quantities of granular limit order book data and are in the process of productising this platform. We have a fantastic team and our culture is inclusive and highly collaborative, a place where our employees are encouraged to be themselves. We offer a combination of remote and office (London-based) working, weekly team lunches and plenty of office snacks!
About the Role: At BMLL we process historical market data in a process we call parsing. This process is equivalent to the feed handlers used in real-time market data processing. We curate the data to ensure the highest quality of delivery to our customers. Every day we consume 250GB of new data across 750,000 securities to deliver into our platform, our dashboard products and data services. These are accessed by our customers who are dependent on our services for their own workflows.
The role we are hiring for is to take care of a number of exchange protocol changes that affect the parsers/feed handlers that we run in production, to support the team with bug fixes to existing parsers, and continue a process of migrating those parsers/feed handlers from Python to C++. When we do this, we maintain the integrity of the data by rigorously comparing the Python output with the C++ output with both unit tests and by running tools to compare entire days of output. The Python parser and the data will be provided. We have already converted a number of parsers, and there is a pattern to follow.
Responsibilities
- Handling exchange protocol upgrades
- Fixing bugs in existing C++ parsers as they arise
- Migration of Python data parsers into C++ to improve performance, precisely maintaining existing functionality
- Development of Google Test unit tests for the new C++ code, in existing framework
- Comparison of the C++ / Python output using existing tools
Requirements
- ESSENTIAL:
- Experience of working with market data protocols such as ITCH, EOBI, iMpact, Optiq, GTP (Group Ticker Plant)
- Industry experience of writing production-level C++ and delivering functioning, well-tested systems
- Industry experience of developing in Python
- Industry experience of developing on a Linux platform with git
- Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
- Strong problem solving skills
- Strong communication skills
- Computer science or other STEM degree
Benefits
- Combination of remote and London based office working
- Collaborative culture
- Weekly team lunches
- Free fruit, snacks and drinks provided throughout the day (when office based)
- Fridge fully stocked with beer, wine and soft drinks (when office based)
- Regular Team Socials
We are an inclusive employer and welcome applicants from all backgrounds. We pride ourselves on our commitment to Equality and Diversity and are committed to removing barriers throughout our hiring process - if you have any special requirements or require reasonable adjustments to help you access career opportunities at BMLL, please do let us know.
C++ Market Data Developer (Contract) employer: BMLL
Contact Detail:
BMLL Recruiting Team
careers@bmlltech.com
StudySmarter Expert Advice 🤫
We think this is how you could land C++ Market Data Developer (Contract)
✨Tip Number 1
Familiarise yourself with the specific market data protocols mentioned in the job description, such as ITCH and EOBI. Understanding these protocols will not only help you during the interview but also demonstrate your commitment to the role.
✨Tip Number 2
Brush up on your C++ skills, especially in relation to production-level coding and unit testing. Being able to discuss your experience with Google Test or similar frameworks can set you apart from other candidates.
✨Tip Number 3
Prepare to discuss your problem-solving approach, particularly in the context of migrating parsers from Python to C++. Having examples ready that showcase your analytical thinking will impress the hiring team.
✨Tip Number 4
Engage with the company culture by researching BMLL's values and recent projects. Showing that you align with their collaborative and inclusive environment can make a positive impression during your interactions.
We think you need these skills to ace C++ Market Data Developer (Contract)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with market data protocols and C++. Emphasise any relevant projects or roles where you've worked on similar tasks, especially those involving Python to C++ migration.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role at BMLL. Mention specific experiences that align with their requirements, such as handling exchange protocol upgrades or developing unit tests in C++. Show how you fit into their collaborative culture.
Showcase Problem-Solving Skills: Provide examples in your application that demonstrate your strong problem-solving skills. Discuss challenges you've faced in previous roles and how you overcame them, particularly in relation to data processing or software development.
Highlight Communication Skills: Since the role involves collaboration, make sure to mention your communication skills. Include instances where you've successfully worked in a team or communicated complex technical information to non-technical stakeholders.
How to prepare for a job interview at BMLL
✨Understand Market Data Protocols
Familiarise yourself with the market data protocols mentioned in the job description, such as ITCH and GTP. Be prepared to discuss your experience with these protocols and how you've handled similar challenges in past roles.
✨Showcase Your C++ Skills
Since the role involves migrating Python parsers to C++, be ready to demonstrate your proficiency in C++. Bring examples of production-level C++ code you've written and explain the methodologies you used for testing and maintaining quality.
✨Prepare for Technical Questions
Expect technical questions related to both C++ and Python development. Brush up on your knowledge of unit testing, continuous integration, and Linux environments, as these are crucial for the role.
✨Emphasise Collaboration and Communication
BMLL values a collaborative culture, so highlight your teamwork experiences. Share examples of how you've effectively communicated with team members to solve problems or improve processes in previous projects.
