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A leading international tech company is seeking a Data Engineer to architect and optimize data pipelines and storage solutions for market data. The role involves collaboration with cross-functional teams to ensure high-quality data management and observability. Candidates should have expert-level Python skills, experience with orchestration tools like Airflow, and a strong understanding of SQL and market data formats.
Ingestion & Pipelines: Architect batch and stream pipelines (Airflow, Kafka, dbt) for diverse structured and unstructured market data. Provide reusable SDKs in Python and Go for internal data producers.
Storage & Modeling: Implement and tune S3, column-oriented, and time-series data storage for petabyte-scale analytics; own partitioning, compression, TTL, versioning, and cost optimization.
Tooling & Libraries: Develop internal libraries for schema management, data contracts, validation, and lineage; contribute to shared libraries and services for internal data consumers for research, backtesting, and real-time trading purposes.
Reliability & Observability: Embed monitoring, alerting, SLAs, SLOs, and CI/CD; champion automated testing, data quality dashboards, and incident runbooks.
Collaboration: Partner with Data Science, QuantResearch, Backend, and DevOps teams to translate requirements into platform capabilities and promote best practices.
Qualifications
Required Skills & Experience
- Familiarity with market data formats (e.g., MDP, ITCH, FIX, proprietary exchange APIs) and market data providers.
- Expert-level Python (Go and C++ are a plus).
- Hands-on experience with modern orchestration tools (Airflow) and event streams (Kafka).
- Strong SQL proficiency: aggregations, joins, subqueries, window functions (first, last, candle, histogram), indexes, query planning, and optimization.
- Designing high-throughput APIs (REST / gRPC) and data access libraries.
- Strong Linux fundamentals, experience with containers (Docker), and cloud object storage (AWS S3 / GCS).
- Proven track record of mentoring, conducting code reviews, and driving engineering excellence.
Additional Information
What we offer: