Responsibilities:
- Design and develop high-performance tick data pipelines
- Develop and maintain documentation for data pipelines and architecture
- Utilize timeseries databases (e.g., KDB, OneTick) to effectively store, query, and manage tick data
- Optimize data processing and storage solution with cloud technologies (AWS preference)
- Implement strong data validation and error handling mechanisms to ensure the quality and integrity of the data
- Work closely with fellow engineers in the team that are in contact with trading teams to identify data requirements and incorporate market data into our products and services
- Continuously enhance data processing latency and throughput to meet the demands of high-frequency trading environments
Skills Required:
- Very strong Python skills
- 4+ years of software/data engineering experience, with a focus on market data
- Financial/Market data vendor experience (either on site or familiar with platforms/infrastructure for market data processing)
- Strong experience working with market data
- Experience building tick data pipelines with (extremely) low latency
- Familiarity with Kubernetes and/or containerization (EKS / Amazon Elastic Kubernetes Service)
- Cloud experience (AWS preference)
- Experience with time-series databases (KDB or OneTick) to store, query and manage tick data
You'll be designing and developing high performing tick data pipelines to process and analyze large volumes of financial/tick data. So please ensure you have worked with designing and developing these specific low latency pipelines before applying.
Not an investment team facing role, more so building the platforms that manage market data pipelines instead of working with the end user (investment teams) to leverage the market data.
If you feel you meet the requirements for this role, apply today!
