- Salary
- $175k – $200k/yr
- Location
- London, London
- Workplace
- Hybrid
- Type
- Full-time
- Department
- Engineering
- Source
- Pinpoint
Description
Market Data Engineer
Department: Engineering
Employment Type: Permanent - Full Time
Location: London
Compensation: $175,000 - $200,000 / year
Description
- Languages: C#, SQL, Python - scripting experience
- Databases: Microsoft SQL Server, Snowflake
- Data Engineering: ETL/ELT, Apache Airflow, data pipelines
- Cloud: AWS, including S3 and other AWS data services
- Development: Git, CI/CD, Liquibase, automated testing and deployment
- Data: Market data, trade data, transaction cost analysis, and financial data
- Market data across supported asset classes is accurate, complete, and timely.
- Vendor feeds are integrated correctly, with appropriate handling of interruptions and data recovery.
- Market data feed handlers are reliable, performant, and maintainable.
- Production issues can be independently diagnosed and resolved.
- C# feed processing and SQL Server/Snowflake data workflows are supported and continuously improved.
Key Responsibilities
- Vendor Feed Integration: Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration.
- Multi-Asset Market Data: Support Equities, Futures, Options, FX, and Fixed Income market data, understanding asset-specific pricing, trading conventions, identifiers, and data requirements.
- Reference Data: Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data.
- Pricing Data: Support end-of-day pricing, intraday pricing, historical data, and related data quality controls.
- C# Feed Handler Development: Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data reliably to downstream systems.
- Real-Time Data Processing: Process intraday trades and quotes, including Level 1 top-of-book data and Level 2 market depth data, where supported by the feed.
- Feed Reliability and Performance: Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios. Improve application stability, throughput, and resilience.
- SQL Server Development: Write and optimize SQL queries, stored procedures, and data processing workflows that support market data storage and downstream applications.
- Snowflake Data Engineering: Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows.
- Python and Automation: Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks.
- Production Support: Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs.
- Platform Modernization: Help modernize market data processing and migrate appropriate data workflows from SQL Server to Snowflake and AWS-based infrastructure.
- Cross-Team Collaboration: Work with TCA engineers, product teams, and other stakeholders to deliver new market data capabilities and maintain existing services.
Skills, Knowledge and Expertise
- Bachelor’s degree in Computer Science, Data Engineering, or a related field.
- Strong working knowledge of Equities, Futures, Options, FX, and Fixed Income market data.
- Hands-on experience with Snowflake and AWS Cloud services.
- Strong hands-on SQL development experience.
- Strong experience with Microsoft SQL Server, including complex queries, stored procedures, performance tuning, and troubleshooting.
- Strong debugging, analytical, and problem-solving skills.
- Understanding reference data, instrument identifiers, symbology, exchange and venue mappings, end-of-day pricing, and intraday pricing.
- Practical experience integrating external market data feeds, preferably ICE, Refinitiv/LSEG, or comparable vendors.
- Hands-on C# development experience building or maintaining feed handlers, market data applications, or other real-time data processing systems.
- Ability to independently troubleshoot production issues, own technical deliverables, and work with minimal supervision.
- Familiarity with vendor APIs, feed protocols, entitlement management, and vendor-specific message formats.
- Experience with high-volume market data, tick data, trade and quote normalization, and market data quality controls.
- Experience with Snowflake, AWS/S3, and Apache Airflow or similar orchestration tools.
- Experience with SQL Server performance tuning and large-scale data processing.
- Experience supporting Trade Cost Analysis (TCA), trading analytics, or financial market data platforms.
- Experience with Apache Airflow or similar orchestration technologies.
- Experience with AWS, particularly S3 and data services.
- Experience with Git, CI/CD, Liquibase and automated deployment processes.
- Experience with data quality, reconciliation, and data governance.
- Experience with Transaction Cost Analysis (TCA) or other financial analytics.
- Snowflake or AWS certification.
- We encourage engineers to use modern AI-assisted development tools, such as Claude Code to accelerate development, debugging, testing, refactoring, and migration work.
- Candidates should understand how to use AI effectively while independently validating generated code for correctness, security, performance, and maintainability.
Benefits
-
Health & Financial Security:
- Medical, Dental, and Vision insurance
- Flexible Spending Accounts (FSA) & Health Savings Accounts (HSA)
- 401(k) retirement plan
- Pre-tax transit and parking benefits
-
Time Off & Flexibility:
- Enjoy the best of both worlds: the energy and collaboration of in-person work, combined with the convenience and focus of remote days. This is a hybrid position requiring three days of in-office collaboration per week, with the flexibility to work remotely for the remaining two days. Our hybrid model is designed to balance individual flexibility with the benefits of in-person collaboration, enhanced team cohesion, spontaneous innovation, hands-on mentorship opportunities and strengthens our company culture.
- 22 days of Paid Time Off (PTO) per year, with the option to roll over unused days.
- One dedicated day per year for volunteering.
- Two professional development days per year to allow uninterrupted professional development.
- An additional PTO day added during milestone anniversary years.
- Robust paid holiday schedule with early dismissal.
- Generous parental leave for all parents (including adoptive parents).
-
Work-Life Support & Resources:
- Budget for tech accessories, including monitors, headphones, keyboards, and other office equipment.
- Backup child and pet care, as well as tutoring services.
- Milestone anniversary bonuses.
-
Wellness & Lifestyle Perks:
- Stipend and subsidy contributions toward personally-owned cell phones
- Contributions for gym memberships and health/wellness initiatives.
- Discounted healthcare premiums.
- Healthy meal delivery program subsidies.
Trading Technologies (TT) is an equal-opportunity employer. Equal employment has been, and continues to be, a required practice at the Company. Trading Technologies’ practice of equal employment opportunity is to recruit, hire, train, promote, and base all employment decisions on ability rather than race, color, religion, national origin, sex/gender orientation, age, disability, sexual orientation, genetic information, parental status, veteran, or any other protected status. Additionally, TT participates in the E-Verify Program for US offices.