Director, Market Data Engineer - COO Group
RBC•Toronto, ON
•Onsite
About The Position
The Market Data Engineer is responsible for designing, building, and supporting the enterprise market data platform that powers trading, pricing, risk, finance, regulatory reporting, and AI initiatives. This role develops scalable, high-performance data pipelines and APIs to deliver accurate, real-time and end-of-day market data across all Capital Markets businesses.
Requirements
- Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or related field.
- 7–12 years of experience in data engineering within Capital Markets.
- Strong expertise in Python, SQL, Spark, Kafka, Databricks, Snowflake, and cloud platforms.
- Experience with Bloomberg, ICE, LSEG/Refinitiv, or other market data providers.
- Knowledge of Equities, Fixed Income, FX, Commodities, and Derivatives.
- Experience building high-volume, low-latency distributed systems.
- Familiarity with data governance, metadata, and lineage solutions.
- Strong engineering background in Capital Markets market data platforms.
- Expertise in distributed data processing and cloud-native technologies.
Responsibilities
- Design and develop scalable market data ingestion, transformation, and distribution platforms.
- Build real-time and batch pipelines for exchange, vendor, and internal market data feeds.
- Integrate market data from Bloomberg, LSEG/Refinitiv, ICE, FactSet, S&P Global, MSCI, and exchange sources.
- Develop APIs and data services for pricing, yield curves, volatility surfaces, benchmarks, and indices.
- Build cloud-native data solutions using Databricks, Snowflake, Spark, Kafka, and Python.
- Implement automated monitoring, reconciliation, and data quality controls.
- Optimize latency, scalability, and resiliency of market data platforms.
- Support onboarding of new trading desks, products, and asset classes.
- Implement metadata, lineage, and catalog integration for market data assets.
- Partner with Trading, Risk, Finance, Quantitative Research, and Technology teams to deliver strategic market data capabilities.
- Support migration from legacy market data platforms to modern cloud architecture.
- Implement CI/CD pipelines, DevSecOps practices, and automated testing.
- Resolve production incidents and perform root cause analysis.
- Ensure platform compliance with enterprise security and governance standards.
- Drive platform innovation using AI, automation, and cloud technologies.
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What This Job Offers
Job Type
Full-time
Career Level
Director
