Market Data Engineer Role
The Market Data Engineer will play a central role in managing the capture, normalization, and distribution of massive volumes of historical market data from exchanges worldwide.
• Own large-scale, time-sensitive market data capture + normalization pipelines
• Improve internal data formats and downstream datasets used by research and quantitative teams
• Build robust validation, QA, and monitoring frameworks for new market data sources
Key skills include:
• Python
• Bash
• C++
• Networking fundamentals
Bonus skills include:
• Experience working with binary market data protocols (ITCH, MDP3, etc.)
• Understanding of high-performance filesystems and columnar storage formats
