Market Data Engineer

Job Summary

To support a growing data engineering team, the full-time Market Data Engineer will design, build, and maintain the Market Data Platform, focusing on capturing and normalizing exchange feeds, managing data storage and modeling, and ensuring data reliability while working remotely.

Key responsibilities

• Own the full capture path from raw exchange feeds to a unified data model, building pipelines for tick and reference data
• Design and manage the Iceberg-over-S3 lakehouse, optimizing storage and maintaining reference data for backtesting
• Develop libraries for data management and shared access services, ensuring collaboration with Quant Research and other teams

Required qualifications

• 5+ years of experience building production-grade data systems and architecting data lakes/lakehouses
• Hands-on experience with Apache Iceberg or comparable table formats, including partitioning and schema evolution
• Familiarity with market data protocols and packet capture decoding, with a willingness to learn
• Expert-level proficiency in Python, with knowledge of Rust being a strong plus
• Solid fundamentals in Linux, containerization, and cloud object storage, along with advanced SQL skills