Sr. Market Data Engineer - Python

Role Overview

Our client, a global, multi-strategy asset management firm, is hiring a Senior Market Data Engineer to join their 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.

Compensation

For NY, CA, and IL based applicants, the starting base pay range for this role is between $150,000 and $225,000. This role may also be eligible to earn discretionary bonus.

Benefits

We provide a competitive package that includes health insurance, wellness programs, financial guidance, professional and personal development opportunities, and family assistance.