Software Engineer (C++/C#)

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, Tower Research, PDT Partners, SIG, and other top quantitative firms.

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.

Notice about phishing scams

Be cautious of phishing scams impersonating Databento that offer fake job interviews and request purchases. Official emails come only from @databento.com or us.greenhouse-mail.io (our ATS). Any other domains (e.g., databento-careers.com, databento.online) are fraudulent.

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Databento, Inc. provides equal employment opportunities to all employees and applicants without regard to race, color, religion, sex, national origin, age, disability, sexual orientation, gender identity or expression, veteran status, or genetics. In addition to federal law requirements, we comply with applicable state and local laws governing nondiscrimination in every location where we operate. This policy applies to all terms and conditions of employment, including recruiting, hiring, placement, promotion, termination, layoff, recall, transfer, leaves of absence, compensation, and training. Pursuant to applicable laws, we consider qualified applicants with arrest or conviction records. If you need an accommodation, please let us know.