About the Role
We are looking for an experienced Market Data Engineer with at least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems. Must have strong financial market data knowledge and C# development experience to build, maintain, and support market data feed handlers and downstream data processing systems. The role spans Equities, Futures, Options, Foreign Exchange (FX), and Fixed Income, working with vendors such as ICE, Refinitiv, S&P and other market data providers.
Responsibilities
•Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration.
•Support Equities, Futures, Options, FX, and Fixed Income market data, understanding asset-specific pricing, trading conventions, identifiers, and data requirements.
•Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data.
•Support end-of-day pricing, intraday pricing, historical data, and related data quality controls.
•Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data reliably to downstream systems.
•Process intraday trades and quotes, including Level 1 top-of-book data and Level 2 market depth data, where supported by the feed.
•Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios.
•Improve application stability, throughput, and resilience.
•Write and optimize SQL queries, stored procedures, and data processing workflows that support market data storage and downstream applications.
•Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows.
•Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks.
•Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs.
•Help modernize market data processing and migrate appropriate data workflows from SQL Server to Snowflake and AWS-based infrastructure.
•Work with TCA engineers, product teams, and other stakeholders to deliver new market data capabilities and maintain existing services.
Requirements
•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.
•Candidates should understand how to use AI effectively while independently validating generated code for correctness, security, performance, and maintainability.
Nice to Have
•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.
Compensation & Benefits
•$175,000 – $200,000 / year
•Medical, Dental, and Vision insurance
•Flexible Spending Accounts (FSA) & Health Savings Accounts (HSA)
•401(k) retirement plan
•Pre-tax transit and parking benefits
•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.
•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).
•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.
•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.
