About the Company

Company Name: BMLL

Location: London, England, United Kingdom

Overview:

• BMLL is a historical data and analytics company focused on solving complex problems in big data and financial markets.
• They have developed an award-winning data analytics platform for processing large quantities of granular limit order book data and are in the process of productizing this platform.
• The company culture is inclusive and highly collaborative, encouraging employees to be themselves.
• They offer a combination of remote and office-based working, weekly team lunches, and plenty of office snacks.

About the Role

Job Title: C++ Market Data Developer (Contract)
Employment Type: Contract
Department: Unspecified
Location: Hybrid

Overview:

• The role involves processing historical market data through a process called parsing, which is similar to feed handlers used in real-time market data processing.
• Daily consumption of 250GB of new data across 750,000 securities to deliver into their platform, dashboard products, and data services.

Responsibilities:

• Handle exchange protocol upgrades.
• Fix bugs in existing C++ parsers as they arise.
• Migrate Python data parsers into C++ to improve performance while maintaining existing functionality.
• Develop Google Test unit tests for the new C++ code within the existing framework.
• Compare C++ and Python output using existing tools.

Requirements:

Essential:

• Experience with market data protocols such as ITCH, EOBI, iMpact, Optiq, GTP (Group Ticker Plant).
• Industry experience in writing production-level C++ and delivering functioning, well-tested systems.
• Industry experience in developing with Python.
• Industry experience on a Linux platform with git.
• Familiarity with industry-standard development methodologies such as source code control, unit testing, and continuous integration.
• Strong problem-solving skills.
• Strong communication skills.
• A degree in Computer Science or another STEM field.

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.

Inclusivity Statement:

• BMLL is an inclusive employer and welcomes applicants from all backgrounds. They are committed to Equality and Diversity and are dedicated to removing barriers throughout the hiring process. If you have any special requirements or need reasonable adjustments to access career opportunities at BMLL, please contact careers@bmlltech.com.