Lead Market Data Engineer

Voloridge•Jupiter, FL

8d•Onsite

About The Position

Voloridge Investment Management was founded by David Vogel in 2009 and is based in Jupiter, FL. We incorporate advanced data science and mathematics into our systematic, market neutral investment strategies to exploit alpha opportunities we consider unique in financial markets. Our firm is comprised of award-winning predictive modelers, experienced data analysts, advanced technologists, and a group of dynamic business professionals. The Lead Market Data Engineer will provide leadership to a team of software and data engineers. The team is responsible for designing, building, maintaining, and supporting streaming data feed handlers and pipelines in support of ongoing company initiatives. The mission critical data produced by the team’s solutions is consumed by our data scientists, researchers, and trading systems. The Lead Market Data Engineer will be a real-time streaming data feed handler and pipeline construction expert, with high standards for software performance, reliability, extensibility, maintainability, and team productivity.

Requirements

7+ years of experience as a data/backend engineer
5+ years of e xperience designing, building, and supporting real-time streaming financial market data feed handlers and distributors
Extensive experience leading development and supporting of mission critical low-latency streaming feed handlers and distributors
Advanced skills in one or more of these programming languages: C++, C#, Python
Experience leading teams of 3 or more data engineers
Experience working with data vendors and/or exchanges troubleshooting issues
Strong understanding of Agile SDLC best practices, ceremonies, and tools
Strong understanding of source control concepts and common tools
Strong initiative, collaboration, accountability, impartiality and communication
Bachelor’s degree in Computer Science, Information Systems, related discipline, or equivalent experience
Be able to work daily onsite in our Jupiter, FL office

Nice To Haves

Experience writing historical and incremental ETL/ELT data pipelines involving external data sources
Experience writing containerized solutions
Experience using Python libraries such as Polars, PyArrow, or DuckDB
Experience with cloud-based data management solutions such as Snowflake, Redshift
Experience with open-source database engines such as Clickhouse, ArcticDB, PostGreSQL
Experience writing and performance tuning TSQL queries and stored procedures
Experience using SQL Server productivity tools such as Red Gate, SentryOne, or Spotlight
Experience with Change Data Capture solutions
Experience writing design documentation such as ERDs, Data Flow Diagrams, Process Flow Diagrams
Experience writing operational documentation such as Run Books
Understanding of service-oriented architectures, multi-threaded, asynchronous programming models, and NUMA memory management
Understanding of relational and dimensional data modeling concepts
Understanding of DevOps concepts, such as unit tests and CI/CD pipelines

Responsibilities

Technical Leadership Lead a team of software and data engineers in technical design and coding
Guide best practices for products and processes
Mentor junior team members
Design, build, and support new real-time streaming data feed handlers and other data pipeline solutions
Maintain, enhance, and support existing streaming data feed handlers and other data pipeline solutions
Ensure that designs are performant, scalable, maintainable, extensible, secure, and not overly engineered
Master existing tech stacks
Participate in software design, architectural discussions, and code reviews
Contribute to design documentation
Understand the various Agile SDLC ceremonies and common tools
Stay abreast of emerging technologies, make relevant recommendations, and participate in technology modernization projects
Collaboration Foster effective collaboration with other engineering teams, analysts, and stakeholders
Work with Project Managers and stakeholders to document functional requirements and translate them into design specifications
Participate in intern and permanent hire screening and interview processes
Participate in intern guidance and mentorship
Operational Support Help establish best practices for product instrumentation and monitoring
Contribute to operational documentation
Support deployments
Communicate effectively with data vendors
Participate in an on-call rotation involving triage and resolution of mission critical systems
Mentor junior engineers in operational support