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Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Head of High-Frequency Market Data Engineering - **Company:** Propertyvalue Two Sigma Investments, Llc. - **Location:** United States (Remote available) - **Experience:** Expert - **Salary:** $165,000.0 - **Contract:** Permanent contract - **Skills:** Systems Engineering, C++ (Programming Language), Network Interface Controllers, Field-Programmable Gate Array (FPGA), Python (Programming Language), Packet Analyzer, Data Management - **Published:** July 17, 2026 - **Apply:** https://www.dice.com/job-detail/7f366995-18e8-4e1f-afae-ce8fa0638eb9 ## About the Role * Extensive experience leading market data or low-latency engineering functions in a hedge fund, proprietary trading, market-making, or exchange/HFT environment, with proven ability to both create and execute technical vision and strategy * Expertise in C++ for performance-critical, low-latency systems and others like Python for the research-facing surface * Experience with exchange connectivity: feed handlers, market data protocols, recovery and arbitration, and colocation operations and proven vendor management experience * Deep knowledge of low-level tick data constructs: order book building, sequencing, packet capture devices and methodologies, and asset-class-specific data semantics * Experience designing and scaling storage and time-series data solutions for high-volume market data * Demonstrated success building and leading senior engineering teams along with working through complex and varying user requirements * Demonstrated experience with hardware-accelerated solutions-FPGA-based feed handling, kernel-bypass networking, hardware timestamping, and clock synchronization (PTP) ## Description We're seeking someone to lead the High-Frequency Market Data Engineering function supporting our hedge fund and market-making businesses. This is a senior technical leadership role accountable for the strategy, architecture, and execution of the firm's market data platform-from the wire to the strategy, and from live order book construction through long-term historical storage. The successful candidate will own the full lifecycle of ultra-low-latency data consumption, normalization, distribution, and storage across asset classes, and will partner closely with portfolio managers, quantitative researchers, and trading desks whose requirements are demanding, diverse, and constantly evolving., * Vision and Strategy: Define and own the multi-year roadmap for market data engineering, balancing latency, coverage, cost, and resilience * Execution and Delivery: Convert strategy into delivered systems with clear milestones and measurable latency and reliability targets and own the end-to-end architecture for tick data capture, book building, normalization, and internal distribution * Exchange Connectivity: Oversee direct exchange and venue connectivity across global markets * Tick Data and Book Construction: Provide deep technical leadership on low-level tick data constructs: full order book building, level 1/2/3 reconstruction, sequencing and recovery semantics, timestamping accuracy, and the nuances that differ across asset classes * Hardware and Capture Methodology: Be closely involved with the strategy for hardware-accelerated solutions and precision packet capture - FPGA-based feed handling, NICs and kernel-bypass stacks, hardware timestamping, PTP/clock synchronization, and capture device selection * Storage and Data Management: Own the strategy and architecture for market data storage end to end * Engineering Leadership: Build, mentor, and retain a high-caliber engineering organization. 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