Note: The job is a remote job and is open to candidates in USA. Databento is a market data platform for modern finance, providing real-time and historical data through a unified API. They are seeking a midlevel or senior Software Engineer to implement and maintain their C# client library and work on performance-sensitive parts of their codebase.
Responsibilities
- Own and maintain our C# client library, ensuring it is robust, well-tested, and easy for external users to integrate with
- Design, develop, and maintain high-performance server applications in C++
- Write message parsers and feed handlers for direct market data feeds from trading venues
- Optimize existing codebase for high throughput (millions of messages per second, up to 40+ gigabits) and low latency (measured in nanoseconds)
- Implement tools and libraries for petabyte-scale data processing and analysis
- Collaborate with the systems team to implement best practices for build, deployment, CI/CD
- Implement monitoring and improve application uptime
- Ensure smooth feature rollouts and updates
Skills
- 5+ years of full-time software engineering experience, preferably at a trading firm, tech company, or high-growth startup
- Strong proficiency in both C++ and C#
- Experience designing APIs with a strong focus on intuitive, developer-friendly interfaces
- Familiarity with open source best practices, including release management, versioning, changelogs, issue triage, and backwards compatibility
- Knowledge of systems programming, algorithms, data structures, multithreading, networked I/O, serialization, CPU architecture, kernel, and compilers
- Experience working with multiprocess environments
- Comfortable with lldb/gdb
- Good communication skills and work ethic for a remote workplace
- An interest in low-level optimization and performance engineering
- An interest in financial data or algorithmic trading
- Experience with Java is a plus
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