Market Data Engineer

Balyasny Asset Management LP
1 month ago

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English
Experience level
Intermediate

Job location

Tech stack

Amazon Web Services (AWS)
Apache HTTP Server
Azure
C++
Cloud Computing
Databases
Data Validation
Document Management Systems
File Systems
High-Frequency Trading
Python
Software Engineering
Parquet
Data Processing
Google Cloud Platform
Data Storage Technologies
System Availability
Containerization
Data Lake
Kubernetes
Information Technology
Data Pipelines

Job description

ROLE OVERVIEW We are looking for an experienced Market Data Engineer to join our team in London. The ideal candidate will have a strong background in Python, cloud technologies, and extensive experience working with tick data and building robust tick data pipelines. Experience with Parquet-based file storage is required, and familiarity with Apache Iceberg is a significant plus. The role involves designing, implementing, and maintaining our market data processing systems, ensuring high availability, performance, and scalability. RESPONSIBILITIES Design and develop high-performance tick data pipelines to process and analyze large volumes of financial market data. Work with timeseries databases (e.g., KDB, OneTick) to store, query, and manage tick data efficiently. Utilize cloud technologies to optimize data processing and storage solutions. Leverage Parquet-based file storage for efficient data storage and retrieval. (Preferred) Integrate and manage data using Apache Iceberg for

Requirements

large-scale data lake management. Collaborate with other engineers and trading teams to define data requirements and integrate market data into our products and services. Ensure data quality and integrity by implementing robust data validation and error handling mechanisms. Continuously improve data processing latency and throughput to meet the needs of high-frequency trading environments. Develop and maintain documentation for data pipelines and architectures. QUALIFICATIONS Bachelor's degree in Computer Science, Engineering, or a related field. 4+ years of experience in software engineering with a focus on market data. Proficient in Python and familiar with cloud platforms (AWS, GCP, Azure). Experience with Kubernetes and containerization. Demonstrated experience with tick data and building tick data pipelines. Experience with Parquet-based file storage is required. Experience with Apache Iceberg is a plus. Strong analytical and problem-solving skills. Excellent communication and collaboration abilities. Experience working with timeseries databases (e.g., KDB, OneTick) and C++ is a plus. Experience with financial markets and trading concepts is a plus.

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