AI Integration Engineer – Market Data & Entitlements

Capco; Toronto; On-site; CAD 118,000 - 152,000; Full time

Benefits offered by this job

Benefits coverage

RRSP matching

Virtual health care

EFAP

Parental leave top-up

New parent gift

Wellness support

Career coaching

Job summary

Capco in Toronto is seeking an AI Integration Engineer who combines financial market data expertise with backend engineering and API integration to securely connect AI agents to exchange data.

You will implement authentication, entitlement controls, and data licensing while building APIs and services in Python or Java, enabling compliant, scalable AI-enabled financial applications.

Qualifications

• 5+ years of experience in market data, financial-data platforms or related software engineering.
• Strong understanding of market-data licensing, entitlements and distribution models.
• Hands-on experience with APIs, authentication, authorization and identity management.
• Practical backend engineering with Python, Java or comparable technologies.
• Exposure to LLMs, agentic AI or MCP patterns.

Responsibilities

• Develop and implement integration solutions that enable secure access to exchange market data and insights.
• Apply licensing and entitlement knowledge to control data access across applications.
• Build and integrate APIs and backend services to support market-data access.
• Implement authentication, authorization and identity-management requirements in data workflows.
• Work with AI integration technologies to connect AI applications with data services.

Skills

APIs

Authentication

Authorization

Identity management

Python

Java

LLMs

Agentic AI

MCP

OAuth

API gateways

Cloud data services

Tools

OAuth

API gateways

Cloud data services

Job description

Connect AI with Financial Markets Through Secure Market Data Integration

The Role

At Capco, we're looking for an AI Integration Engineer who combines financial market data expertise with hands‑on backend engineering and API integration experience. You'll help leading financial institutions enable AI agents to securely access exchange market data and insights while supporting the authentication, identity management, licensing, entitlements and usage controls that govern how financial information is accessed and distributed. Working at the intersection of market data, technology and AI, you'll apply your understanding of financial‑data platforms and distribution models to develop practical integration solutions using APIs, backend technologies and emerging AI integration patterns. You'll collaborate with market data, engineering and technology stakeholders to translate complex data access and entitlement requirements into secure, reliable integration capabilities that support AI‑enabled financial services applications.

What You’ll Do

• Develop and implement integration solutions that enable AI agents and applications to securely access exchange market data and related financial insights.
• Apply market‑data licensing and entitlement knowledge to support appropriate access, distribution and usage of exchange data across applications and services.
• Build and integrate APIs and backend services using Python, Java or comparable technologies to support market‑data access and distribution.
• Implement authentication, authorization and identity‑management requirements within data access and integration workflows.
• Work with AI integration technologies and patterns, including LLMs, agentic AI or Model Context Protocol (MCP), to support secure connectivity between AI applications and financial‑data services.

What We’re Looking For

• 5+ years of relevant experience in market data, financial‑data platforms, data distribution or related software engineering.
• Strong understanding of market‑data licensing, entitlements and distribution models, including how access and usage permissions apply to financial‑data services.
• Hands‑on experience with APIs, authentication, authorization and identity management, including implementing secure data access and integration capabilities.
• Practical backend engineering experience using Python, Java or comparable technologies, with the ability to develop and integrate services supporting financial‑data workflows.
• Exposure to LLMs, agentic AI, MCP or similar AI integration patterns, with an understanding of how AI applications interact with external data sources and services.

Bonus Points For

• Experience with OAuth, API gateways or cloud‑based data services.
• Familiarity with exchange market‑data licensing arrangements, entitlement controls and usage‑management processes.
• Experience as a Market Data Developer, API/Integration Engineer, Data Platform Engineer or AI Engineer with market‑data exposure.
• Exposure to integrating financial‑data APIs or services with AI‑enabled applications and agent‑based workflows.
• Understanding of data access controls, identity integration or usage monitoring within financial services technology environments.

Why Join Capco

• Deliver high‑impact technology solutions for Tier 1 financial institutions.
• Work in a collaborative, flat, and entrepreneurial consulting culture.
• Access continuous learning, training, and industry certifications.
• Be part of a team shaping the future of digital financial services.
• Help shape the future of digital transformation across FS & Energy.

Benefits

We offer a competitive, people‑first benefits package designed to support every aspect of your life:

• Comprehensive Benefits Coverage: 100% company‑paid health, life, and disability insurance effective from Day 1 of employment.
• Retirement Savings Program: Registered Retirement Savings Plan (RRSP) with the option of receiving a matching employer contribution.
• Virtual Health Care: Company‑paid program available to all employees and their dependents/partners.
• Employee & Family Assistance Program (EFAP): Company‑paid support services for employees and their dependents/partners.
• Parental Leave Top‑Up: Enhanced parental leave benefits available from Day 1 of employment.
• New Parent Gift: A company‑sponsored gift to celebrate the arrival of a new child.
• Wellness Support: Fitness reimbursement benefit to promote health and well‑being.
• Business Coach from Day 1: Personalized one‑on‑one coaching to support career growth, accelerate development, and help achieve your professional goals at Capco.

Inclusion at Capco

We’re committed to making our recruitment process accessible and straightforward for everyone. If you need any adjustments at any stage, just let us know – we’ll be happy to help. We value each person’s unique perspective and contribution. At Capco, we believe that being yourself is your greatest strength. Our #BeYourselfAtWork culture encourages individuality and collaboration – a mindset that shapes how we work with clients and each other every day.

Why This Role Is Open

We are currently hiring for this role due to an existing or newly created vacancy within our organization. This position is open as part of our ongoing business needs, and we are actively reviewing applications to fill this role with a qualified candidate who can make an immediate impact.

Use of Artificial Intelligence in Talent Acquisition

At Capco, we use artificial intelligence (AI) tools to support and enhance several parts of talent acquisition. This includes using AI‑enabled features within LinkedIn to help source potential candidates, speeding up routine recruitment communications such as emails and creating compelling and brand‑aligned job postings that accurately reflect role requirements, and AI‑scheduling applications to improve the efficiency of interview coordination.

AI is used as a support tool only. All hiring decisions are made by talent acquisition and hiring teams.

Pay Transparency

The salary range for this position is listed below. Additionally, this position may also be eligible to receive an annual discretionary/variable bonus payment.

Capco is committed to providing fair and equitable compensation to our people. Our compensation policies and salary ranges are designed to allow our people to progress through the salary range as they demonstrate strong performance and develop in their role over time. The base pay offered to selected candidates will be within the salary range and the placement will vary based upon a variety of factors, including, but not limited to job‑related knowledge, skills, experience and internal equity.

Canada Pay Transparency

$118,000—$152,000 CAD