Market Data Engineer

I'm partnered with a leading technology-driven trading team looking to bring on a Market Data Engineer to support global research, trading, and infrastructure functions. This person will play a key role in managing the capture, normalization, and delivery of massive volumes of historical market data from exchanges worldwide.

What You'll Do:

• Own large-scale, time-sensitive market data capture + normalization pipelines
• Improve internal data formats and downstream datasets used for research
• Partner closely with infrastructure to ensure reliability of packet-capture systems
• Build robust validation, QA, and monitoring for new market data sources
• Provide production support, troubleshoot issues, and drive fast resolutions

• Experience building or maintaining large-scale ETL pipelines
• Strong proficiency in Python + Bash; familiarity with C++
• Understanding of networking fundamentals
• Experience with workflow tools such as Airflow, Luigi, or Dagster
• Exposure to distributed computing tools (Slurm, Celery, HTCondor, etc.)

Bonus Skills:

• Experience with binary market data protocols (ITCH, MDP3, etc.)
• Understanding of high-performance filesystems + columnar storage formats