Market Data EngineerHarrington Starr • New York, NY, United States

Market Data Engineer

Harrington Starr • New York, NY, United States

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🚀 Market Data Engineer – New York | Cutting-Edge Trading Environment

I’m partnered with a leading technology-driven trading team in New York looking to bring on a Market Data Engineer to support global research, trading, and infrastructure groups. This role is central to managing the capture, normalization, and distribution 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 by research and quantitative teams
Partner closely with infrastructure to ensure reliability of packet-capture systems
Build robust validation, QA, and monitoring frameworks for new market data sources
Provide production support, troubleshoot issues, and drive quick, effective resolutions

What You Bring

Experience building or maintaining large-scale ETL pipelines

Strong proficiency in Python + Bash , with familiarity in C++

Solid understanding of networking fundamentals

Experience with workflow / orchestration tools ( Airflow, Luigi, Dagster )

Exposure to distributed computing frameworks (Slurm, Celery, HTCondor, etc.)

Bonus Skills

Experience working with binary market data protocols (ITCH, MDP3, etc.)

Understanding of high-performance filesystems and columnar storage formats

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