Nomura Services, India supports the group s global businesses. With worldclass capabilities in trading support, research, information technology, financial control, operations, risk management and legal support, the firm plays a key role in facilitating the group s global operations.
Position Specifications:
Corporate Title
Vice President
Functional Title
Sr Principal Developer
Experience
1418 years
Qualification
B.E/B.Tech/MCA/M.Tech
Role & Responsibilities:
Ultimate Market Data (UMD) systems are mission critical systems that source and feed ultralow latency global market data to execution services platforms like trading systems, regulatory reporting, analytics etc. This is
highly technically advanced and industry leading workstream
that covers key geographical markets. This is a
handson and high ownership
within UMD IT team. We are looking for a highly experienced Market Data technologist with expertise in ultralow latency C++ (C++ 11, C++ 17) to join our team. The ideal candidate will have indepth knowledge of equity exchange processing, including order book management, trade processing and an understanding of various market data formats and protocols. The role involves building and optimizing highperformance systems that handle large volumes of market data with minimal latency, ensuring the accurate and timely delivery of critical financial information.
The selected person would to Global Head for Market Data IT and GES Tech India Head. The selected person would work closely with global Market data IT team across London, New York, Tokyo and Mumbai.
Role & Responsibilities:
- Ultralow latency development
- Design, develop and optimize ultralow latency systems in C++ 11/17 for processing equity exchange data.
- Implement highperformance algorithms for market data processing, focusing on minimizing latency and maximizing output.
- Equity Exchange Processing
- Work with and understand market data structures like Top of Book (TOB), Market by Price, Market by Orders, and trade processing.
- Develop and maintain systems that handle and process these data structures efficiently.
- Options and Symbology Processing
- Develop systems for options processing and symbology management, ensuring accurate mapping and data consistency across equity, options and indices.
- Market Data Book Building:
- Implement and manage systems for building and processing order books, ensuring the realtime aggregation of market data for analysis and trading.
- Exchange Protocols Expertise
- Work with various exchange protocols such as ITCH, SBE and Tag/Value, ensuring seamless integration and processing of data streams.
- Downstream Systems Integration
- Work with downstream trading & other systems to integrate and process market data, ensuring that trading algorithms receive accurate and timely information.
- Develop and implement basic analytics like VWAP (Volume Weighted Average Price) and aggregated volume calculations to support trading strategies.
- Bloomberg API integration
- Utilize Bloomberg APIs to access and process market data, integrating this data into internal systems for analysis and trading.
- Work with the product team and stakeholders towards requirement discovery and project prioritization.
- Willing to work and contribute across entire SDLC including dev, testing and support. Collaborate with various development, QA and support teams across different regions
- Contribute towards establishing software delivery best practices. Collaborate on architecture, design decisions, and code reviews
- Willing to own deliveries and work handson across all aspects of software delivery including development, testing, documentation and support.
Key Skills:
Mandatory
Desirable
Domain
- Strong market data or trading systems domain expertise, in depth understanding of equities, options and symbology processing.
- Finance industry handling of market data for various asset classes
Technical
- Extensive experience with C++ 11/17, focusing on ultralow latency development.
- Previous development experience in Exchange connectivity / Market Data Feed Handlers / HighAvailability and Fault Tolerant Systems.
- TCP/IP, Multicast, multithreading, IPC (Shared memory and distributed shared memory), lockless queues
- Experience with exchange protocols like ITCH, SBE and Tag/Value
- CI/CD, version control, google test harness
- Strong problemsolving skills with a focus on optimizing performance and minimizing latency
- Strong communication & leadership skills
- Highly proactive and takes initiative to identify problem areas and evolve solutions.
- Python programming
- Familiarity with FPGA configuration and processing for market data systems
- Familiarity with Bloomberg API and its integration with trading systems.
Nomura Leadership Behaviours:
LeadershipBehaviours
Description
Element
Exploring Insights & Vision
Comprehensively
analyse the nature of the problems we face and set our focus toward the future vision
Gather Intelligence
Create a vision Identify an issue
Making Strategic Decisions
Analyse options and
feasibility to resolve issues, in making judgments and recommendations
Identify countermeasures
Assess feasibility Make a judgment
Inspiring Entrepreneurship in People
Promotes the vision
and goals to others in such a way that inspires commitment and independent contributions
Influence
Inspire Commit
Elevating Organizational Capacity
Maximize
organizational productivity through leadership development and engagement
Have an Ownership in
Own Development Support other s growth Encourage organizational growth
Inclusion
Respect diverse
perspectives and promote psychological safety and the creation of a risk culture
Foster psychological
safety Encourage the active participation of all talent Foster a risk culture
