Senior Market Data Engineer

You will work closely with researchers and quantitative developers to unlock insights from high-frequency market data and help power large-scale research and trading workflows., * Partnering with research and quant teams to deliver insights from tick-by-tick market data

• Serving high-quality data to large-scale backtesting and research platforms
• Building and maintaining tick data pipelines in Python to enable fast, reliable access across asset classes
• Designing, implementing, and monitoring robust data quality frameworks across all pipelines

• Strong knowledge of multiple financial asset classes
• Deep understanding of Level 2 and Level 3 tick-by-tick data
• Solid understanding of market structure (e.g., NBBO rules, secondary markets, dark pools)
• Familiarity with exchange protocols is a strong plus
• Strong Python skills with experience using data libraries; C++ is a plus

Our client is a global quantitative and systematic investment firm operating across all liquid asset classes worldwide. The organisation is highly technology- and data-driven, applying a scientific approach to investing. By combining data, research, technology, and trading expertise, the firm fosters a collaborative environment focused on solving complex technical and quantitative challenges and delivering consistent, high-quality returns.