We are looking for an experienced Market Data Engineer with at least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems. Must have strong financial market data knowledge and C# development experience to build, maintain, and support market data feed handlers and downstream data processing systems.
The role spans Equities, Futures, Options, Foreign Exchange (FX), and Fixed Income, working with vendors such as ICE, Refinitiv, S&P and other market data providers. The ideal candidate has practical experience integrating market data feeds, processing real-time trades and quotes, managing reference data and pricing data, and developing reliable production systems.
This person will work across our existing SQL Server environment and Snowflake cloud data platform to ensure market data is accurate, complete, reliable, and available for downstream Trade Cost Analysis (TCA) and analytics applications. The role requires strong hands-on technical skills, independent problem-solving, and the ability to support critical production data processes.
Tech Stack
- Languages: C#, SQL, Python - scripting experience
- Databases: Microsoft SQL Server, Snowflake
- Data Engineering: ETL/ELT, Apache Airflow, data pipelines
- Cloud: AWS, including S3 and other AWS data services
- Development: Git, CI/CD, Liquibase, automated testing and deployment
- Data: Market data, trade data, transaction cost analysis, and financial data
What Success looks like
- Market data across supported asset classes is accurate, complete, and timely.
- Vendor feeds are integrated correctly, with appropriate handling of interruptions and data recovery.
- Market data feed handlers are reliable, performant, and maintainable.
- Production issues can be independently diagnosed and resolved.
- C# feed processing and SQL Server/Snowflake data workflows are supported and continuously improved.