Senior Market Data Engineer

<div><ul><li><b>Historical Data Capture and Storage:</b>Design develop and maintain systems for the acquisition storage and retrieval of historical market data from multiple financial exchanges brokers and market data vendors</li><li><b>Data Integrity and Accuracy:</b>Ensure the integrity and accuracy of historical market data including implementing data validation cleansing and normalization processes.</li><li><b>Data Architecture Development:</b>Build and optimize data storage solutions ensuring they are scalable high-performance and capable of managing large volumes of time-series data.</li><li><b>Versioning and Reconciliation:</b>Develop systems for data versioning and reconciliation to ensure that changes in exchange formats or corrections to past data are properly handled.</li><li><b>Data Source Integration:</b>Implement robust integrations with various market data providers exchanges and proprietary data sources to continuously collect and store historical data.</li><li><b>Data Access Tools:</b>Build internal tools to provide easy access to historical data for research and analysis ensuring performance ease of use and data integrity</li><li><b>Collaborate with Trading and Research Teams:</b>Work closely with quantitative researchers and traders to understand their data requirements and optimize the systems for data retrieval and analysis for backtesting and strategy development.</li><li><b>Performance and Scalability:</b>Develop scalable solutions to handle growing volumes of historical market data including ensuring efficient queries and data retrieval for research and backtesting needs.</li><li><b>Optimize Storage Costs:</b>Work on optimizing data storage solutions balancing cost-efficiency with performance and ensuring that large datasets are managed effectively.</li><li><b>Compliance and Auditing:</b>Ensure historical market data systems comply with regulatory requirements and assist in data retention integrity and reporting audits.</li></ul><h3>Qualifications</h3><h3>Required Skills and Experience</h3><ul><li>Commercial experience of financial instruments and markets (equities futures options forex etc.) particularly understanding how historical data is used for algorithmic trading.</li><li>Familiarity with market data formats (e.g. MDP ITCH FIX SWIFT proprietary exchange APIs) and market data providers.</li><li>Strong programming skills in Python (Go/Rust is a nice to have)</li><li>Familiarity with ETL (Extract Transform Load) processes (or other data pipeline architecture) and tools to clean normalize and validate large datasets.</li><li>Commercial experience in building and maintaining large-scale time series or historical market data in the financial services industry.</li><li>Strong SQL proficiency: aggregations joins subqueries window functions (first last candle histogram) indexes query planning and optimization.</li><li>Strong problem-solving skills and attention to detail particularly in ensuring data quality and reliability.</li><li>Bachelors degree in Computer Science Engineering or related field.</li></ul><h3>Preferred Qualifications</h3><ul><li>Experience in a proprietary trading firm or buy-side environment working with historical market data and its vendors.</li><li>Experience with data governance and compliance related to financial data storage and retrieval.</li><li>Experience in working with distributed data systems and tools such as Hadoop Kafka Spark or similar technologies.</li><li>Proficiency in containerization orchestration - Docker Airflow SLURM tools.</li><li>Linux/Unix expertise particularly in managing and optimizing systems for data storage and processing.</li><li>Experience with cloud-based storage solutions such as AWS S3 Google Cloud Storage or Azure and the ability to optimize for performance and cost.</li><li>Familiarity with machine learning and data science workflows to support quantitative research teams.</li></ul><h3>Additional Information</h3><h3>What we offer</h3><ul><li>Working in a modern international technology company without bureaucracy legacy systems or technical debt.</li><li>Excellent opportunities for professional growth and self-realization.</li><li>We work remotely from anywhere in the world with a flexible schedule.</li><li>We offer compensation for health insurance sports activities and professional training.</li></ul><h3>Remote Work</h3><p>Yes</p><h3>Employment Type</h3><p>Full-time</p></div>#J-18808-Ljbffr