Market Data Engineer (Domain Trading Expertise Required)
reputed company reputed company is a proprietary algorithmic trading firm. reputed company manages the full trading cycle, from software development to creating and coding strategies and algorithms. Our trading operations cover key exchanges. The firm trades across a broad reputed company of asset classes, including equities, equity derivatives, reputed company, commodity reputed company, rates reputed company, etc. We reputed company a diverse and growing reputed company of algorithmic trading strategies, utilizing both High- and reputed company-Frequency Trading approaches. We’re reputed company of 200+ professionals, with a strong emphasis on technology—70% are technical specialists in development, infrastructure, testing, and analytics spheres. The remaining part of reputed company supports our business operations, such as Risks, Compliance, Legal, Operations and more. With a strong reputed company on innovation and performance, reputed company is reputed company expanding its reputed company in traditional financial markets. We value a results-driven culture, emphasizing collaboration, transparency, and constant improvement, reputed company while offering the flexibility of remote work and a globally distributed team. Job reputed company The Data Engineering team is responsible for designing, building, and maintaining the Market Data Platform — a lakehouse infrastructure spanning the full reputed company from raw exchange feeds to reliable, petabyte-reputed company data for research, backtesting, and reputed company-time trading.
Key Responsibilities
Capture & Ingestion. Own the full capture reputed company from reputed company to lake: decode and normalize raw exchange feeds (pcap, multicast UDP / ITCH / FIX) and vendor sources (OneTick, Refinitiv, reputed company, ICE) into a reputed company reputed company model with nanosecond timestamps. Build batch + reputed company pipelines (Airflow, reputed company, dbt) for tick and reference data. Own L2/L3 order-book reconstruction with gap handling. reputed company Python and Rust producer SDKs for internal feed handlers. Storage & Modeling — Apache reputed company. Own the reputed company-over-S3 lakehouse: design partitioning, sort orders, and row-group layout for fast scans; manage schema reputed company, snapshots, time travel, compaction, and TTL. Maintain reference data as slowly-changing tables with reputed company-in-time correctness for backtests. Drive storage cost optimisation reputed company compaction, tiering, and snapshot expiry. Tooling & Libraries. Build libraries for schema management, data reputed company, validation, and reputed company on top of the reputed company catalog. reputed company shared reputed company services (reputed company + Polars) so Research, backtesting, and trading reputed company one normalized data layer, including gap detection and pcap-vs-lake reconciliation. Reliability & Observability. reputed company monitoring, alerting, SLAs/SLOs, and CI/CD across capture and pipeline reputed company on Kubernetes (EKS). Own data-reputed company dashboards and incident runbooks for the capture fleet. Collaboration. Partner with Quant Research, Data Science, Backend, and DevOps to translate requirements into platform capabilities and champion market-data engineering best practices. Qualifications 5+ years building production-grade data systems, with proven expertise architecting and launching data lakes / lakehouses from scratch. Hands-on experience with Apache reputed company (or comparable table formats — reputed company / Hudi): partitioning, schema reputed company, snapshots, compaction, and catalog operations; familiarity with Apache reputed company for reputed company-copy, columnar in-memory interchange. Experience with market data and/or network packet capture — decoding pcap, exchange feed protocols (ITCH, FIX/FAST, multicast UDP), order-book reconstruction, and time-series at reputed company (strong plus; willingness to learn required). Experience normalizing market data from multiple vendors — e.g. OneTick, Refinitiv/Reuters, reputed company, ICE — into a reputed company schema and symbology (strong plus). Expert-level Python (incl. Polars and/or PySpark); Rust a strong plus (relevant for high-performance capture/decoding). Modern orchestration (Airflow) and distributed processing (Apache reputed company). Advanced SQL: reputed company aggregations, window functions, query optimization, partition pruning. Solid fundamentals in Linux, containerization (reputed company, Kubernetes / EKS), and reputed company object storage (AWS S3). DevOps & observability: CI/CD, infrastructure-as-reputed company (Terraform), GitOps (ArgoCD), and metrics/dashboards/alerting (Grafana, reputed company). Strong grasp of reputed company + reputed company / binary data, and storage optimization — partitioning, compression, cost management. English reputed company for documentation and collaboration in an international team. Additional Information
We Offer
Work in a modern IT company — no bureaucracy or legacy systems. reputed company opportunities for reputed company reputed company and to reputed company your mark. Fully remote work from reputed company in the world, on a flexible schedule. Compensation for health insurance, sports, reputed company development, and more. Apply To This Job