Senior Market Data Developer

BMLL
Greater London, UK
16 days ago
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Role details

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

Tech stack

Unit Testing Big Data C++ (Programming Language) Continuous Integration Data as a Services Data Transformation Linux Distributed Systems Python (Programming Language) Parsing Reference Data Data Processing
+4 more
Information Technology Software Version Control Data Pipelines Data Generation

Job description

At BMLL we process highly granular market data in a process we call parsing. We continually add new datasets to our platform whilst upgrading and improving existing ones. Parsing occurs in well-defined data pipelines built using a distributed architecture. The engineering of the pipeline is as important as the data transformation process, and we are constantly working to improve its performance and reliability. We curate the data to ensure the highest quality of delivery to our customers. Every day we consume multiple terabytes of new data to deliver into our data services. These services are accessed by our customers who are dependent on them for their own research and trading workflows.

The majority of our data processing code is written in C++, and Python is used extensively in orchestrating workflows and managing reference data.

We are looking for a Senior Developer with experience of market data to build and maintain data parsers that ingest and process market data and reference data, improve processes and reliability for managing these large datasets, and become an expert in understanding the data and the way we curate and process it. You will join a team of around 12 existing developers of varying experience levels, split roughly into 3 units covering Equities, Derivatives and data processing infrastructure. This is an opportunity to join a cutting-edge FinTech company with the potential to grow your technical, finance and cloud- & data-engineering skills., * Owning the full scope of assigned development projects such as data parsers, including liaising with the business to gather requirements, designing the solution with the team, and building and delivering completed functionality to production

  • Planning and leading small projects, which may be cross-team
  • Delivering new data parsers and other data generation processes, primarily in C++, with an emphasis on quality and reliability
  • Understanding the data, how it reaches BMLL, how we process it and deliver it to customers
  • Communicating with technical teams both within BMLL and sometimes at data providers such as financial exchanges
  • Some second-line support of the daily parsing processes and the data, shared amongst the team

Requirements

  • Experience of working with equities or derivatives market data from financial exchanges, using protocols such as ITCH, GTP, EOBI, iMpact, Pillar, Optiq. This is a must-have for this role
  • Industry experience of writing production-level C++ and delivering functioning, well-tested systems
  • Demonstrated ability to plan and lead small projects
  • Industry experience of developing on a Linux platform
  • Industry experience of Python development
  • Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
  • Ability to self-organise and deliver a project over a period of up to a few months
  • Strong problem-solving skills
  • Strong communication skills
  • Computer science or other STEM degree

Benefits & conditions

  • Competitive salary
  • 25 days holiday plus bank holidays
  • Discretionary bonus
  • Pension scheme
  • Private medical insurance
  • Work remotely abroad for up to 40 business days each year
  • Life insurance
  • Combination of remote and London-based office working, with 2 days in the office per week
  • A yearly well-being physical activity budget
  • Continuous learning through funded training and challenging projects
  • Collaborative culture
  • Weekly team lunches
  • Free fruit, snacks, and drinks provided throughout the day (when office-based)
  • Regular team socials
  • Cycle to work scheme

About the company

BMLL is the leading independent provider of harmonised Level 3, 2 and 1 historical data and analytics across global equities, ETFs, futures and US equity options. We provide market participants with immediate access to granular T+1 order book data and advanced analytics, enabling them to accelerate research, optimise trading strategies, and better understand market behaviour. BMLL was acquired in 2025 by Nordic Capital, alongside minority shareholder Optiver, marking a joint commitment to accelerate the company’s next phase of growth. We offer an inclusive and collaborative culture, a hybrid working environment that includes regular days in our London office, weekly team lunches, and a variety of out-of-hours social activities., We are an inclusive employer and welcome applicants from all backgrounds. We pride ourselves on our commitment to Equality and Diversity. We are committed to removing barriers throughout our hiring process. If you have any special requirements or require reasonable adjustments to help you access career opportunities at BMLL, please do let us know at .

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