Market Data Engineer

Key Responsibilities

• Data Integrity and Accuracy: Ensure the integrity and accuracy of historical market data, including implementing data validation, cleansing, and normalization processes.
• Data Architecture Development: Build and optimize data pipelines, ensuring they are scalable, high-performance, and capable of managing large volumes of time-series data.
• Data Source Integration: Implement robust integrations with various historical market data providers, exchanges, and proprietary data sources to continuously collect and store historical data.
• Data access: Implement data access layer for end users of the data in Python and other languages.

Required Skills and Experience

• Commercial experience of financial instruments and markets (equities, futures, options, forex, etc.), particularly understanding how historical data is used for algorithmic trading.
• Familiarity with market data formats (e.g., MDP, ITCH, FIX, Swift, proprietary exchange APIs) and market data providers.
• Strong programming skills in Python, Go, Rust.
• Familiarity with ETL (Extract, Transform, Load) processes (or other data pipeline architecture) and tools to clean, normalize, and validate large datasets.
• Experience in working with distributed systems for data processing and orchestration such as Slurm, Airflow, or similar technologies.
• Bachelor’s degree in Computer Science, Engineering, or related field.

Preferred Qualifications

• Experience with cloud-based storage solutions such as AWS S3, Google Cloud Storage, or Azure, and the ability to optimize for performance and cost.
• Familiarity with machine learning and data science workflows to support quantitative research teams.

We offer

• Work in a modern international technology company without bureaucracy, legacy systems, or technical debt.
• Excellent opportunities for professional growth and self-realization.
• Remote work from anywhere in the world, with a flexible schedule.
• Compensation for health insurance, sports activities, and professional training.