Looks like an embeddable networking library but acts like a concurrency framework.
A buffer overflow was discovered in ZeroMQ.
An attacker could possibly execute arbitrary code with the privileges of the process or cause a Denial of Service condition.
There is no known workaround at this time.
All ZeroMQ users should upgrade to the latest version:
# emerge --sync
# emerge --ask --oneshot --verbose ">=net-libs/zeromq-4.3.2"