Lead Market Data Engineer - Systematic & Low-Latency

Balyasny Asset Management L.P.; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

A leading financial firm in New York is seeking a Lead Market Data Engineer to architect and optimize platforms delivering high-quality market data. This hands-on role involves designing scalable data pipelines and collaborating with teams to ensure smooth data integration for quantitative research and trading strategies. The ideal candidate has over 10 years of experience in market data engineering and extensive knowledge of programming, market protocols, and low-latency systems. The position offers a full-time contract within the finance and engineering sectors.

Qualifications

• 10+ years of experience in market data engineering at a leading quantitative trading firm.
• Deep expertise in building and maintaining market data systems for historical research and real-time trading.
• Experience with cloud-native architectures and modern DevOps practices.
• Experience with cloud-native architectures and modern DevOps practices.
• Excellent communication and stakeholder management skills.

Responsibilities

• Design, implement, and maintain scalable market data pipelines.
• Lead engineering efforts to support systematic research and low-latency trading.
• Collaborate with researchers and technology teams to deliver data solutions.
• Oversee ingestion and distribution of market data.
• Evaluate and integrate new data sources and technologies.
• Establish best practices for data governance and compliance.
• Troubleshoot and resolve complex data issues.
• Contribute to the strategic direction of data architecture.

Skills

Programming in Python

Programming in C++

Programming in Java

Analytical mindset

Stakeholder management

Stakeholder management

Education

Bachelor’s or advanced degree in Computer Science

Job description

A leading financial firm in New York is seeking a Lead Market Data Engineer to architect and optimize platforms delivering high-quality market data. This hands-on role involves designing scalable data pipelines and collaborating with teams to ensure smooth data integration for quantitative research and trading strategies. The ideal candidate has over 10 years of experience in market data engineering and extensive knowledge of programming, market protocols, and low-latency systems. The position offers a full-time contract within the finance and engineering sectors.