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 focu