BMLL

Backend Engineer

• 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 data parsers, and contribute to the development of new BMLL Data Products. There may be some work in Python, but it is primarily a C++ role.
• Responsibilities:
• Handling exchange protocol upgrades, primarily in C++
• Fixing bugs in existing C++ parsers as they arise
• Contributing to development of new BMLL Data Products
• Development of Google Test unit tests for new C++ code, in existing framework
• Comparison of data where changes are needed, using existing tools. This is a critical part of the role, our data quality is our strongest aspect at BMLL.

C++ Market Data Developer