Data Engineer, MASS

DRW; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A diversified trading firm in Greater London seeks Senior Data Engineers for roles focusing on equity and futures products. Candidates should have over five years of experience in designing data ingestion pipelines and a deep understanding of equities and futures market structures. The role involves collaborating with trading teams to manage datasets and develop resilient data pipelines, ensuring accurate historical market data. Ideal candidates thrive in fast-paced environments and possess strong analytical skills.

Qualifications

• Over five years of experience designing and implementing ingestion pipelines.
• Experience on a trading team contributing to executing trading strategies.
• Deep expertise in multi-venue trading and market dynamics.

Responsibilities

• Construct point-in-time prices and ensure data accuracy.
• Build continuous futures with explicit roll rules.
• Manage symbology and maintain instrument lifecycle events.
• Develop resilient data pipelines for batch and streaming data.
• Implement monitoring tools for pipeline reliability.

Skills

Equities market structure

Futures market structure

Analyzing order book data

Financial time-series data analysis

Automated testing skills

Tools

Linux systems

Cloud platforms

Data processing tools

Job description

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

About the Role

We are seeking Senior Data Engineers to join the Multi-Asset Systematic Strategies (MASS) trading team. One role will have a specific focus on equity products, markets and related data, whilst the other role will focus on futures products. These roles will be responsible for onboarding, transforming, and managing equity or futures datasets. You will collaborate closely with traders, researchers, and quantitative developers to analyze equity or futures market structure and pricing dynamics to support delta‑one trading strategies across global equities markets.

Key Responsibilities

Asset class specific - Equities

• Construction of point-in-time prices: process splits, dividends, spin‑offs, mergers, symbol changes; compute adjusted close/total return and adjustment factors.

Asset class specific – Futures

• Construction of curves and continuous series: build point-in-time, FND/LTD-aware continuous futures with explicit roll rules (volume/open‑interest thresholds, calendar-based windows); generate term structures across maturities; compute roll yield/carry.

General

• Manage symbology and lifecycle management: maintain cross-exchange/vendor mappings (MIC + exchange symbols, Bloomberg, ISIN/RICs, etc.); manage instrument lifecycle events (listings, delistings, expiries, spec changes) to ensure consistency and point-in-time correctness.
• Develop point-in-time datasets for quantitative trading strategies, ensuring accurate historical data for analysis and model validation.
• Build, automate, and maintain resilient pipelines for cleaning, validating, and transforming batch and streaming data that feed into medallion architectures.
• Develop observability, monitoring, and alerting tools to provide complete visibility into pipeline reliability and performance.
• Optimize tiered data storage and elastic processing across on-prem, cloud, and hybrid environments to ensure scalable and cost-effective solutions.
• Enforce data governance, controls, and security standards to preserve confidentiality and operational integrity.

Qualifications

• Over five years of demonstrated experience designing and implementing ingestion pipelines.
• Experience on a trading team and contributing to executing trading strategies.
• Equities – Deep expertise in equities market structure: multi‑venue trading, NBBO, consolidated vs direct feeds, open/close auctions, halts; short‑sale rules.
• Futures – Deep expertise in futures market structure: contract specs, exchange mechanics (trading sessions, calendars, time zones, price limits/halts), key dates, and roll mechanics.
• Proficient in analyzing and interpreting order book data and market dynamics.
• Familiarity with equities, equity futures, equity indices, and delta one trading is required.
• Experience processing real‑time and batch financial market data.
• Proven ability to work in an agile, fast‑paced environment and handle trading environment demands.
• Strong understanding of financial point-in-time and time-series data and analysis.
• Proven expertise in developing data quality control processes to detect gaps or inaccuracies.
• Experience with monitoring, observability, and alerting systems for data pipelines.
• Competent in both on-premise Linux systems and cloud platforms.
• Proficient in automated testing, CI/CD practices, and various Ops disciplines.
• Well-versed in compressed and optimized file formats such as Parquet and Iceberg.

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