Software Engineer - Market Data

Join our team as a Market Data Engineer for High-Frequency Trading (HFT), where you'll play a pivotal role in designing and optimizing systems crucial for acquiring, processing, and validating real-time market data. Utilizing your expertise, you will develop and maintain ultra-low latency data pipelines, ensuring high throughput and reliability. Responsibilities include designing robust data acquisition systems, implementing advanced data processing algorithms, and collaborating closely with traders and developers to meet evolving data needs. If you thrive in a fast-paced environment and have a passion for leveraging technology in financial markets, this role offers an exciting opportunity to innovate and drive impact.

Responsibilities:

• Design and implement systems for acquiring and integrating market data with low latency and high reliability.
• Develop algorithms and pipelines to process raw market data into standardized formats for HFT strategies.
• Implement validation mechanisms to ensure accuracy and completeness of market data feeds.
• Optimize data processing pipelines and infrastructure for ultra-low latency and high throughput performance.
• Establish monitoring systems to detect anomalies in market data feeds and provide timely alerts.
• Collaborate with traders, quants, and developers to understand and meet data requirements.
• Maintain documentation of data pipelines, processes, and systems, and provide regular performance reports.

Requirements:

• Expertise in object oriented languages: C AND/OR Java for building high-performance systems.
• Deep understanding of market data, order books, trade execution data, and financial instruments.
• Experience in designing and implementing data pipelines, ETL processes, and data normalization.
• Familiarity with optimizing systems for low-latency data processing.
• Ability to troubleshoot complex data issues and performance bottlenecks under time constraints.
• Knowledge of financial markets, trading strategies, and regulatory environments affecting HFT.
• A Bachelors, Masters, or PhD degree in Computer Science or related field.