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Market Data Engineer
Market Data EngineerBoerboel • New York City, New York, USA
Market Data Engineer

Market Data Engineer

Boerboel • New York City, New York, USA
[job_card.variable_days_ago]
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  • [job_card.full_time]
[job_card.job_description]

We are seeking highly motivated and talented people to join the Boerboel team. As a member of the team you will be working with passionate and curious colleagues who thrive on solving complex problems. Boerboel is an office-first firm. While we offer flexibility to our employees remote work is not available at this time.

About us :

Boerboel Trading is an electronic trading firm active across a wide range of asset classes and regions with offices in NYC Chicago London and Malta. We engage in rigorous quantitative analysis to deploy systematic trading strategies over multiple time horizons. Trading and research employees of the firm are graduates from a wide spectrum of quantitative disciplines such as engineering computer science mathematics and physics. Our employees apply their scientific methodologies to the analysis of extensive financial data sets.

Summary :

As a Market Data Engineer you will be a core part of our new SRE team working closely with our research development and infrastructure teams to manage capture normalization post-processing and distribution of petabytes of historical market data from exchanges around the world.

Objectives :

  • Manage very large scale time sensitive market data capture and normalization pipelines
  • Maintain and improve our internal formats formats and common downstream research data
  • Ensure reliability of packet capture process and vendor data downloads
  • Implement robust data validation and monitoring of both historical and ongoing data
  • Provide production support troubleshooting and timely resolution of issues

Qualifications :

  • Experience building and maintaining extremely large-scale data pipelines
  • Proficient in Python and Bash scripting familiarity with light C debugging
  • Knowledge of computer networking fundamentals and packet captures
  • Understanding of high performance filesystems and columnar storage formats
  • Previous experience with binary market data specifications (ITCH MDP3 etc)
  • This position is eligible to be based in New York NY or London compliance with applicable U.S. pay transparency laws the anticipated base range for this role is $100000 - $200000 annually in New York NY. Pay (base and bonus) may vary depending on job-related skills and experience. A discretionary performance bonus may be provided as part of the total compensation package.

    Eligible employees can participate in our benefits package which include health insurance retirement savings plan PTO etc. Offerings may differ depending on location.

    Key Skills

    Apache Hive,S3,Hadoop,Redshift,Spark,AWS,Apache Pig,NoSQL,Big Data,Data Warehouse,Kafka,Scala

    Employment Type : Full-Time

    Experience : years

    Vacancy : 1

    Yearly Salary Salary : 100000 - 200000

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    Market Data Engineer • New York City, New York, USA

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