Market Data Lead

Harrington Starr; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Harrington Starr in London seeks a hands-on Lead Engineer to own and build the real-time OPRA feed and options market data infrastructure. You will design high-performance systems in C++ or Rust and manage the full data lifecycle, ensuring accuracy and reliability for traders and researchers.

Lead architecture, mentor engineers, and collaborate with portfolio managers to deliver production-ready data products. AWS/Snowflake experience beneficial.

Qualifications

• OPRA feed production ingestion experience.
• Strong C++ or Rust development in high-throughput systems.
• Linux networking and kernel bypass experience.
• Options market data knowledge: OSI/OCC symbol, series lifecycles, quotes/trades.
• Data engineering breadth: Python and SQL, historical capture/replay.

Responsibilities

• Own end-to-end OPRA market data stack: ingestion, arbitration, gap detection, recovery, normalisation, distribution.
• Design and develop high-performance systems in C++ or Rust for real-time data.
• Build capture and replay capabilities, historical tick storage, research-ready intraday datasets.
• Own options reference data, including OSI/OCC symbology and FLEX contracts.
• Drive data quality, monitoring, observability and production reliability across the platform.
• Collaborate with portfolio managers and scientists to deliver data products.
• Set technical direction, lead architecture decisions, and mentor engineers.

Skills

Technical leadership

Architectural design

Mentoring engineers

Cross-functional collaboration

Tools

C++

Rust

Linux

UDP multicast

kdb+

ClickHouse

Kafka

Aeron

AWS

Snowflake

Job description

Lead Engineer – Real-Time Options Market Data (OPRA)

Location: London

Build and lead the next generation of real-time options market data infrastructure.

We are working with a leading global multi-strategy hedge fund looking for a hands‑on Lead Engineer to take ownership of its real‑time options market data platform, including the full OPRA feed.

This is a senior engineering opportunity for someone who combines deep technical expertise in high‑throughput market data ingestion with a broader understanding of data platforms, historical capture, data quality and downstream consumption. You will play a key role in shaping the architecture, writing critical‑path code and building infrastructure that directly supports portfolio managers, quantitative researchers and risk teams.

This isn’t simply a feed‑handler role. You’ll own the wider data lifecycle, ensuring options market data is accurate, reliable, scalable and ready for use across the investment platform.

The Role

• Own the end‑to‑end OPRA market data stack, covering feed ingestion, A/B line arbitration, gap detection, recovery, normalisation and distribution.
• Design and develop high‑performance systems using C++ or Rust, handling high‑volume real‑time options data.
• Build robust capture and replay capabilities, historical tick storage and research‑ready intraday datasets.
• Own options reference data, including OSI/OCC symbology, series lifecycles, corporate actions and FLEX contracts.
• Drive data quality, monitoring, observability and production reliability across the platform.
• Work closely with portfolio managers and quantitative researchers to deliver data products that meet their needs.
• Set technical direction, lead architectural decisions, review code and mentor engineers, with the opportunity to build and grow the team.

What We’re Looking For

• Direct OPRA experience: You have built or owned production ingestion of the full OPRA feed, or a comparable high‑rate exchange options feed. Experience consuming vendor‑normalised data alone will not be sufficient.
• Strong C++ or Rust: Production experience developing high‑throughput, performance‑critical systems.
• Linux and networking: Experience with UDP multicast, profiling and performance optimisation. Kernel bypass experience is advantageous.
• Options market data expertise: Strong knowledge of options chains, series lifecycles, OSI/OCC symbology, quotes, trades and NBBO.
• Data engineering breadth: Experience with Python and SQL, alongside historical data capture, replay, validation and reconciliation.
• Technical leadership: A track record of designing and owning production systems that other teams depend on, alongside experience leading engineers or the readiness to take on direct reports.

Experience with kdb+, OneTick, ClickHouse, Kafka, Aeron or other high‑performance messaging and time‑series technologies would be beneficial.

Exposure to AWS, Snowflake, Parquet/Iceberg, Airflow and monitoring tools such as Grafana, Prometheus or Datadog is also advantageous.

Experience within a hedge fund, market maker or options trading environment would be particularly relevant.