Market Data Engineer
Boerboel•New London, NY
80d•$100,000 - $200,000•Onsite
About The Position
As a Market Data Engineer, you will be a core part of our new SRE team, working closely with our research, development, and infrastructure teams to manage capture, normalization, post-processing, and distribution of petabytes of historical market data from exchanges around the world.
Requirements
- Experience building and maintaining extremely large-scale data pipelines
- Proficient in Python and Bash scripting, familiarity with light C++ debugging
- Knowledge of computer networking fundamentals and packet captures
- Understanding of high performance filesystems and columnar storage formats
- Previous experience with binary market data specifications (ITCH, MDP3, etc)
Responsibilities
- Manage very large scale, time sensitive market data capture and normalization pipelines
- Maintain and improve our internal formats formats and common downstream research data
- Ensure reliability of packet capture process and vendor data downloads
- Implement robust data validation and monitoring of both historical and ongoing data
- Provide production support, troubleshooting, and timely resolution of issues
Benefits
- health insurance
- retirement savings plan
- PTO
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
Number of Employees
51-100 employees
