Market Data Engineer

3 days ago


London Area, United Kingdom Harrington Starr Full time

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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