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Market Data Engineer

Harrington Starr
City of London
1 day ago
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🚀 Market Data Engineer – London | Cutting-Edge Trading Environment


I’m partnered with a leading technology-driven trading team looking to bring on a Market Data Engineer to support global research, trading, and infrastructure functions. This person will play a key role in managing the capture, normalization, and delivery of massive volumes of historical market data from exchanges worldwide.


What You’ll Do:

  • Own large-scale, time-sensitive market data capture + normalization pipelines
  • Improve internal data formats and downstream datasets used for research
  • Partner closely with infrastructure to ensure reliability of packet-capture systems
  • Build robust validation, QA, and monitoring for new market data sources
  • Provide production support, troubleshoot issues, and drive fast resolutions


What You Bring:

  • Experience building or maintaining large-scale ETL pipelines
  • Strong proficiency in Python + Bash; familiarity with C++
  • Understanding of networking fundamentals
  • Experience with workflow tools such as Airflow, Luigi, or Dagster
  • Exposure to distributed computing tools (Slurm, Celery, HTCondor, etc.)


Bonus Skills:

  • Experience with binary market data protocols (ITCH, MDP3, etc.)
  • Understanding of high-performance filesystems + columnar storage formats

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