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Компания скрыта (Fintech) ищет инженера по данным для разработки и поддержки Data Engineering платформы, охватывающей сбор, нормализацию и хранение рыночных данных.
Ваша работа будет связана с построением конвейеров на Airflow и Spark, реконструкцией book-keeping, и обеспечением целостности временных рядов.
The Data Engineering team is responsible for designing, building, and maintaining the Market Data Platform — a lakehouse infrastructure spanning the full path from raw exchange feeds to reliable, petabyte-scale data for research, backtesting, and real-time trading. A proven Fintech global company with an advanced stack and decade of successful trading experience is developing a proprietary platform to trade thousands of instruments across dozens of markets.
Own the full capture path from wire to lake: decode and normalize raw exchange feeds (PCAP, multicast UDP, ITCH, FIX) and vendor sources (OneTick, Refinitiv, Bloomberg, ICE) into a unified canonical model with nanosecond timestamps. Build batch and streaming pipelines (Airflow, Spark, dbt) for tick and reference data. Own L2/L3 order-book reconstruction with gap handling. Provide Python and Rust producer SDKs for internal feed handlers. Own the Iceberg-over-S3 lakehouse: design partitioning, sort orders, and row-group layouts for fast scans; manage schema evolution, snapshots, time travel, compaction, and TTL. Maintain reference data as slowly changing tables with point-in-time correctness for backtests. Drive storage cost optimization through compaction, tiering, and snapshot expiry. Build libraries for schema management, data contracts, validation, and lineage on top of the Iceberg catalog. Develop shared access services (Spark + Polars) so research, backtesting, and trading share a single normalized data layer, including gap detection and PCAP-vs-lake reconciliation. Embed monitoring, alerting, SLAs/SLOs, and CI/CD across capture and pipeline layers on Kubernetes (EKS). Own data-quality dashboards and incident runbooks for the capture fleet. Partner with Quant Research, Data Science, Backend, and DevOps to translate requirements into platform capabilities and champion market-data engineering best practices.
5+ years of experience building production-grade data systems, with deep knowledge and understanding of the problems that come with running data lakes/lakehouses at scale: data layout and partitioning strategy, ingestion and backfills, small-file and metadata growth, consistency and late-arriving data, query performance, storage cost, and operational failure modes. Hands-on experience with Apache Iceberg (or comparable table formats such as Delta/Hudi): partitioning, schema evolution, snapshots, compaction, and catalog operations; familiarity with Apache Arrow for zero-copy, columnar in-memory interchange. Expert-level Python (incl. Polars and/or PySpark). Modern orchestration (Airflow) and distributed processing/query engines (Apache Spark, StarRocks). Advanced SQL: complex aggregations, window functions, query optimization, partition pruning. Solid fundamentals in Linux, containerization (Docker, Kubernetes/EKS), and cloud object storage (AWS S3). DevOps & observability: CI/CD, infrastructure-as-code (Terraform), GitOps (ArgoCD), and metrics/dashboards/alerting (Grafana, Prometheus). Strong grasp of structured + unstructured/binary data and storage optimization: partitioning, compression, cost management. English fluency (B2+) for documentation and collaboration in an international team. Будет плюсом: Experience with market data and/or network packet capture: decoding PCAP, exchange feed protocols (ITCH, FIX/FAST, multicast UDP), order-book reconstruction, and time-series at scale. Willingness to learn this domain is expected; Experience normalizing market data from multiple vendors (OneTick, Refinitiv/Reuters, Bloomberg, ICE) into a unified schema and symbology; Rust, relevant for high-performance capture/decoding
Fully remote setup with a daily overlap window from 12:00 to 18:00 GMT+3. Reimbursement for health insurance, sports, and personal development. A genuinely flat structure with real autonomy over how you work. Room to grow the role as the team scales.