Senior Data Engineer – Market DataWe are looking for a Senior Data Engineer to build and operate a high-performance market data platform supporting quantitative research and production trading systems. You'll design scalable data pipelines, process billions of market data records, and deliver reliable, production-quality datasets for research, analytics and real-time applications.Key ResponsibilitiesBuild scalable ETL/ELT pipelines for batch and streaming market data.Develop production-grade Python and SQL solutions.Ingest, normalise and validate market data, including trades, ticks, Level 1 & 2 quotes, order books, reference data and corporate actions.Implement automated data quality, reconciliation and monitoring frameworks.Optimise data storage using Parquet, Arrow and modern data lake technologies.Partner with quantitative researchers, traders and engineering teams to deliver trusted datasets.Essential SkillsStrong Python and SQL.Experience building scalable, production data pipelines.Expertise with Parquet and modern data storage formats.Deep understanding of high-frequency market data, including tick data, order books and market data normalisation.Experience handling time-series challenges such as timestamp precision, sequence gaps, duplicate and out-of-order events.Experience with distributed processing (Spark, Polars, Dask, Ray or similar).Experience with Kafka or similar streaming technologies.Familiarity with PostgreSQL, ClickHouse, Snowflake, Databricks, kdb+ or similar.Docker, Linux, Git and CI/CD experience.Highly DesirableFamiliarity with OneTick, PostgreSQL, ClickHouse, Snowflake, Databricks, kdb+ or similar.Order book reconstructionTick-to-bar aggregationAirflow, Dagster, Prefect or MLflowExperience supporting quantitative research or trading systemsMulti-asset market data (Equities, Futures, FX, Options, ETFs, CFDs)What We're Looking ForThe successful candidate will have a strong background in market data engineering with proven experience building reliable, scalable data platforms.Our non-negotiable requirements are:Expert PythonStrong SQLScalable data pipeline developmentApache ParquetMarket data normalisationAutomated data quality controlsDeep tick and market data expertiseExperience in MLOps is advantageous but not essential. We welcome candidates with strong experience in either market data engineering or MLOps, provided they have the skills to build and operate production-grade data platforms.
Sourced from LinkedIn. Relocantly aggregates public job postings; apply on the original site.