Market Data Engineer
Role details
Job location
Tech stack
Job description
The Data & AI team drives productivity, compliance, and insights by leveraging a robust Data Lakehouse, decentralizing data access, improving client experiences, promoting data-driven practices, and ensuring efficient, auditable use of data in line with commercial terms., * Architect and develop enhancements to the Security Master Platform, improving data quality, processing speed, and scalability at enterprise scale.
- Design and implement robust ETL pipelines to extract, transform, and load reference data from the Bloomberg Data License or alternate vendor APIs and/or file feeds.
- Build extensible frameworks to onboard new market data vendors and alternative reference data sources as business requirements evolve.
- Write, optimise, and maintain complex, high-performance SQL queries, stored procedures, and schemas tailored for large-scale financial datasets.
- Develop and maintain RESTful services using C#, .NET Core/.NET 8+, and Minimal APIs, following modern secure development practices.
- Provide day-to-day operational support to ensure seamless execution of daily data loads, batch processing, and data distribution.
- Monitor the platform proactively, troubleshoot data discrepancies, and rapidly resolve production issues to minimise downstream impact on trading and risk systems.
- Implement automated data validation rules and monitoring alerts to safeguard the accuracy and completeness of Security Master data.
- Develop usage-tracking capabilities across downstream data consumers to identify and eliminate unused feeds and data duplication, supporting commercial and cost optimisation.
- Deploy and support applications on AWS (EC2, IAM, S3, Redis) using containerised, cloud-native design principles.
- Build and maintain CI/CD pipelines for automated build, test, and deployment of platform enhancements.
- Act as a technical bridge between the Market Data Engineering team, downstream consumers (trading, risk, compliance), and external vendors.
All staff:
- Ensuring compliance with the company's regulatory requirements under the FCA.
- Adhere to the operational risk framework for your role ensuring that all regulatory or company determined parameters are complied with.
- Role model for demonstrating highest level standards of integrity and conduct and reflecting Company Values.
- At all times complying with the FCA's Code of Conduct.
- To ensure that you are fully aware of and adhere to internal policies that relate to you, your role or any other activities for which you have any level of responsibility.
- To report any breaches of policy to Compliance and/ or your supervisor as required.
- To escalate risk events immediately.
- To provide input to risk management processes, as required.
The Company may require you to carry out other duties from time to time
Requirements
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Excellent verbal and written communication skills.
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A collaborative team player, approachable, self-efficient and influences a positive work environment.
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Exceptional analytical skills, with the ability to debug complex data lineage issues under time-sensitive constraints.
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Resilient and adaptable, comfortable balancing structured development work with fast-paced operational demands.
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Ability to take a high level of responsibility in a fast-paced and high-volume environment.
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Excels at building relationships, networking and influencing others across technical and business teams.
Essential: Skills and Experience
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Strong commercial experience developing enterprise applications using C# and .NET Core/.NET 8+.
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Experience building and maintaining RESTful services using Minimal APIs and modern .NET practices, including async programming, dependency injection, and API performance optimisation.
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Advanced SQL expertise - writing optimised queries, managing indexes, stored procedures, functions, and views, and debugging complex transactional logic.
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Strong understanding of query execution plans, indexing strategies, transaction management, and database performance tuning.
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Experience designing scalable relational database schemas for high-volume financial data platforms.
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Proven experience working with financial reference data and a strong understanding of various asset classes.
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Hands-on experience with Bloomberg Data License fields, file formats (per-security requests, bulk files), and FTP/API delivery mechanisms.
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Experience building robust ETL pipelines for ingesting, validating, transforming, and distributing financial market data.
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Experience deploying and supporting applications on AWS, including EC2, IAM, S3, and Redis.
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Experience building and maintaining containerised applications using Docker.
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Experience developing modern web applications using React, with familiarity in JavaScript/TypeScript and component-based architecture.
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Experience using Git for source control, and implementing CI/CD pipelines for automated build, test, and deployment.
Desirable, Skills and Experience
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Familiarity with other market data providers (e.g., LSEG/Refinitiv, S&P, ICE).
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Proficiency in a scripting language to automate file transfers, parsing, system alerts, and operational workflows.
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Experience implementing secure authentication and authorisation mechanisms for enterprise applications.
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Understanding of responsive UI design and state management in front-end applications.
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Familiarity with infrastructure automation and release management processes.
Conduct Rules, You must:
- Act with integrity
- Act with due skill, care and diligence
- Be open and cooperative with the FCA, the PRA and other regulators
- Pay due regard to the interests of customers and treat them fairly
- Observe proper standard of market conduct
- Act to deliver good outcomes for retail customers
Company Values
Be collaborative - by working together across the organisation, we foster teamwork, can better respond to challenges and successfully deliver for our clients
Act with integrity - we pride ourselves on our honesty and high ethical standards. We apply these values when working with all our clients, colleagues and other stakeholders
Be adaptable and entrepreneurial - we embrace change as markets evolve to constantly increase our efficiency and create innovative solutions for our clients. We are interested in the world around us and inquisitive about understanding the challenges and opportunities our clients face.
Be respectful - how we treat each other, and our clients says everything about who we are. We always act respectfully and treat people fairly in everything we do.