Manager, Market Data Engineering

Balyasny Asset Management LP
London
3 days ago
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Overview

We are seeking a Manager of Market Data Engineering to work on our industry-leading Technology team. As the Manager of The Market Data Engineering team, you will oversee the development of enterprise market data systems spanning capture, redistribution, derivation, historical and real-time access used to advance the firm's systematic research and trade execution across Equities, Macro, Commodities, and Credit strategies. Role Overview:

Responsibilities
  • Oversee the Market Data team, which is responsible for delivering real-time raw and enriched market data to the firm's businesses and our Technology organization
  • Develop platform for redistribution of real time and historical data to users & internal systems
  • Develop real-time data processing and derivation engines (Bars, NBBO, etc) for a wide variety of exchanges, venues, and asset classes
  • Build and maintain the next generation of streaming market data systems, delivering direct-to-exchange feed handlers, as well as integrations with data consolidation platforms such as Refinitiv and others
  • Oversee the collection, persistence and dissemination of raw market data, through networks, PCAP files and messaging systems as required
  • Build out a Market Data Management team of Market Data Analysts responsible for data governance, data stewardship, deep support, and data quality across the firm's enterprise data footprint
Qualifications & Requirements
  • 5+ years of experience in leading teams of developers in the market data space
  • Hands on experience developing real time and historical market data derived data systems in support of systematic investment strategies across multiple asset classes
  • Expertise in market data feed handlers from major exchanges and familiarity with consolidators (e.g., CME, ICE, Maystreet, Redline)
  • Development experience with common exchange protocols such as FIX, ITCH, OUCH
  • Hands on experience with network analysis tools such as Wireshark
  • A detailed understanding of networking protocols (TCP/IP, UDP Multicast, sockets, etc) and software/hardware acceleration techniques (Kernel bypass, FPGAs, etc)
  • Degree in Computer Science or closely related field
  • Strong C++ development background


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