Software Engineer (C++/C#)

About the role

The financial industry is growing at a record pace, but our data providers are still stuck in the past — with cumbersome onboarding processes, complicated APIs, slow infrastructure, and expensive licensing costs.

Databento is the market data platform for modern finance. The company provides real-time and historical data across futures, options, and equities through a unified API. By owning the entire market data stack end-to-end, Databento is the first platform of its kind to combine the performance and reliability demanded by the world's leading trading firms with a dramatically simpler developer experience. Our team includes alumni of Two Sigma, Citadel Securities, Flow Traders, IMC, Tower Research, Jump Trading, HRT, Jane Street, and SIG.

We're looking for a midlevel or senior IC to join our core engineering team. You'll be responsible for implementing and maintaining our C# client library, and also working alongside our core engineering team on the most performance-sensitive parts of our 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.

Preferred background

- 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 with Java is a plus.

- 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.

We offer health, dental, disability, and life insurance benefits, as well as 401(k) matching for full-time employees. We accommodate 100% remote work, with teammates living around the globe and paid in their local currency.