Software Engineer | Market Data Systems

Describe a production incident where a market data feed was dropping messages or arriving out of order under load. How did you find the root cause?

What they are checking: experience debugging real-time systems under production pressure and their diagnostic process

Tell me about a design decision you made that traded off some maintainability for raw performance. Looking back, was it the right call?

What they are checking: judgment about when speed matters more than clean code, and honest self-assessment

Tell me about a time you disagreed with another senior engineer on technical direction. How did you resolve it and what was the outcome?

What they are checking: how they handle technical conflict and whether they can set direction without steamrolling collaborators

Describe how you've mentored a junior or mid-level engineer through a hard technical problem. What did you actually do, day to day?

What they are checking: genuine mentoring ability versus a title claim, since this role expects them to raise the bar for others

What does a good code review from you look like when someone submits low-latency C++ or Rust code? Give me an example of feedback you've given.

What they are checking: whether their code review habits actually catch performance and correctness issues, not just style

Tell me about a time you had to support a system in production that you didn't originally build. How did you get up to speed fast enough to fix it under time pressure?

What they are checking: operational ownership and comfort working in unfamiliar, high-stakes codebases

If you noticed multicast packet loss on a feed handler during peak trading volume, what would you check first, and what would you do differently to prevent it going forward?

What they are checking: practical network programming knowledge with TCP/UDP or multicast in a trading context

Imagine you're told a new GUI feature needs a data feed that wasn't part of your original streaming design. How do you evaluate whether to extend the existing pipeline or build something new?

What they are checking: architectural judgment and resistance to either over-engineering or accumulating technical debt

Walk me through the most performance-critical system you've built. What was the latency budget, and where did the time actually go?

What they are checking: whether the candidate has real hands-on experience in low-latency environments versus theoretical knowledge

Say you're designing a real-time streaming system that has to take tick-to-trade market data from collocated systems and get it to a trader-facing GUI with minimal delay. How would you architect the pipeline from ingestion to rendering?

What they are checking: ability to architect an end-to-end low-latency data pipeline, not just optimize a single component

Tell me about a time you had to choose between a lock-free design and a simpler locking approach. What made you decide the way you did?

What they are checking: depth of understanding of concurrency tradeoffs and whether they default to complexity or justify it

How do you think about memory management differences between C++ and Rust when you're building something latency-sensitive, and when would you reach for one over the other?

What they are checking: real comparative experience across both languages rather than surface familiarity with one

How would you go about tuning a Linux box to squeeze out extra microseconds for a latency-sensitive application?

What they are checking: depth of Linux internals knowledge and hands-on performance tuning experience