Data Engineering Manager

About the role

Founded in 1999, Geneva Trading is a premier global principal trading firm with strategically located offices in Chicago, Dublin, and London. Our relentless focus on trading excellence combined with technological innovation has equipped us with a best-in-class proprietary trading platform, enabling us to compete at the highest levels in the global markets. Rooted in a culture of integrity, collaboration, and an unwavering passion for progress, we foster an environment of personal and professional excellence. Our nimble organizational structure and entrepreneurial spirit attract top-tier talent with a passion for innovation, laying the foundation and driving our consistent success in the industry.

Key Responsibilities

• Own the market data pipeline from ingestion through normalization and near-real-time delivery. The data has to be correct first, and the system has to recover cleanly when something breaks.
• Design, maintain, and improve the KDB+/Q platforms that hold our real-time and historical market data.
• Deliver data reliably to downstream consumers through streaming, messaging, and platform integrations.
• Build the internal tooling and shared libraries that make the data platform easier to operate and easier to use.
• Lead the team by staying close to the work.

Technical Leadership & Production Ownership

• Write production code.
• Review pull requests and technical designs.
• Work directly with trading and research teams to understand their needs.
• Debug production issues during market hours when needed.
• Set expectations for quality, reliability, and maintainability.
• Improve monitoring, alerting, and data-quality checks so problems are caught before the desk finds them.

Required Qualifications

• At least 7 years of experience in data engineering, market data infrastructure, or a closely related area.
• Current hands-on production coding experience.
• At least 3 years leading engineers while staying technically involved.
• Strong KDB+/Q experience, including complex Q, tick architecture, query tuning, and production HDB troubleshooting.
• Strong production Python experience, including tested, packaged, maintainable systems-level code.
• Experience building low-latency decoders for real exchange protocols.
• Able to own production issues directly, not just route them to someone else.

Preferred Qualifications

• Background in high-frequency trading, market making, proprietary trading, or another latency-sensitive environment.
• C or C++ experience for performance-critical decoder or capture components.
• Experience with kernel-bypass or high-performance networking technologies.
• Experience with streaming platforms used in real-time data pipelines.
• Working knowledge of binary market data encoding standards.
• Contributions to open-source data tooling, market data systems, or quantitative research infrastructure.