High-Performance Financial Data Engineer

Senior Market Data Engineer We are seeking a highly skilled Middle-Senior Level professional to join our team as a Senior Market Data Engineer. This role involves designing, developing, and maintaining systems for the acquisition, storage, and retrieval of historical market data from multiple financial exchanges, brokers, and market data vendors.Key Responsibilities: Historical Data Capture and Storage: Design, develop, and maintain systems for the acquisition, storage, and retrieval of historical market data from multiple financial exchanges, brokers, and market data vendors.Data Integrity and Accuracy: Ensure the integrity and accuracy of historical market data, including implementing data validation, cleansing, and normalization processes.Data Architecture Development: Build and optimize data storage solutions, ensuring they are scalable, high-performance, and capable of managing large volumes of time-series data.Versioning and Reconciliation: Develop systems for data versioning and reconciliation to ensure that changes in exchange formats or corrections to past data are properly handled.Data Source Integration: Implement robust integrations with various market data providers, exchanges, and proprietary data sources to continuously collect and store historical data.Data Access Tools: Build internal tools to provide easy access to historical data for research and analysis, ensuring performance, ease of use, and data integrity.Collaboration: Work closely with quantitative researchers and traders to understand their data requirements and optimize the systems for data retrieval and analysis for backtesting and strategy development.Performance and Scalability: Develop scalable solutions to handle growing volumes of historical market data, including ensuring efficient queries and data retrieval for research and backtesting needs.Storage Optimization: Work on optimizing data storage solutions, balancing cost-efficiency with performance, and ensuring that large datasets are managed effectively.Compliance: Ensure historical market data systems comply with regulatory requirements and assist in data retention, integrity, and reporting audits.Requirements: Commercial Experience: Commercial experience of financial instruments and markets (equities, futures, options, forex, etc.), particularly understanding how historical data is used for algorithmic trading.Market Data Formats: Familiarity with market data formats (e.g., MDP, ITCH, FIX, SWIFT, proprietary exchange APIs) and market data providers.Programming Skills: Strong programming skills in Python (Go/Rust is a nice to have).ETL Processes: Familiarity with ETL (Extract, Transform, Load) processes (or other data pipeline architecture) and tools to clean, normalize, and validate large datasets.SQL Proficiency: Strong SQL proficiency: aggregations, joins, subqueries, window functions (first, last, candle, histogram), indexes, query planning, and optimization.Bachelor's Degree: Bachelor's degree in Computer Science, Engineering, or related field.Preferred Qualifications: Experience in Proprietary Trading: Experience in a proprietary trading firm or buy-side environment working with historical market data and its vendors.Data Governance: Experience with data governance and compliance related to financial data storage and retrieval.Distributed Data Systems: Experience in working with distributed data systems and tools such as Hadoop, Kafka, Spark, or similar technologies.Containerization: Proficiency in containerization, orchestration - Docker, Airflow, SLURM tools.Linux/Unix Expertise: Linux/Unix expertise, particularly in managing and optimizing systems for data storage and processing.Cloud-Based Storage: Experience with cloud-based storage solutions such as AWS S3, Google Cloud Storage, or Azure, and the ability to optimize for performance and cost.Machine Learning: Familiarity with machine learning and data science workflows to support quantitative research teams.What We Offer: Remote Work: We work remotely from anywhere in the world, with a flexible schedule.Compensation Package: Excellent opportunities for professional growth and self-realization, compensation for health insurance, sports activities, and professional training.Job Function: Information Technology: Job function Information Technology.