Senior Market Data Engineer - Python
ROLE OVERVIEW
We are looking for an experienced Senior Market Data Engineer to join our team. The ideal candidate will have a strong background in Python, cloud technologies, and extensive experience working with tick data and building robust tick data pipelines. Experience with Parquet-based file storage is required, and familiarity with Apache Iceberg is a significant plus. The role involves designing, implementing, and maintaining our market data processing systems, ensuring high availability, performance, and scalability.
RESPONSIBILITIES
- Design and develop high-performance tick data pipelines to process and analyze large volumes of financial market data.
- Work with timeseries databases (e.g., KDB, OneTick) to store, query, and manage tick data efficiently.
- Utilize cloud technologies to optimize data processing and storage solutions.
- Leverage Parquet-based file storage for efficient data storage and retrieval.
- (Preferred) Integrate and manage data using Apache Iceberg for large-scale data lake management.
- Collaborate with other engineers and trading teams to define data requirements and integrate market data into our products and services.
- Ensure data quality and integrity by implementing robust data validation and error handling mechanisms.
- Continuously improve data processing latency and throughput to meet the needs of high-frequency trading environments.
- Develop and maintain documentation for data pipelines and architectures.
QUALIFICATIONS
- Bachelor’s degree in Computer Science, Engineering, or a related field.
- 8+ years of experience in software engineering with a focus on market data.
- Proficient in Python and familiar with cloud platforms (AWS, GCP, Azure).
- Experience with Kubernetes and containerization.
- Demonstrated experience with tick data and building tick data pipelines.
- Experience with Parquet-based file storage is required.
- Experience with Apache Iceberg is a plus.
- Strong analytical and problem-solving skills.
- Excellent communication and collaboration abilities.
- Experience working with timeseries databases (e.g., KDB, OneTick) and C++ is a plus.
- Experience with financial markets and trading concepts is a plus.