Lead Market Data Feed Engineer — Exchange Onboarding

Polygon.io; United States; On-site; USD 150,000 - 210,000; Full time

Job summary

A leading fintech company is seeking a Senior Engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges. The role demands expertise in operating exchange feed handlers, strong Rust programming skills, and a deep understanding of market microstructure. Responsibilities include managing end-to-end integration processes and ensuring data quality and operational reliability. Join a dynamic team committed to revolutionizing financial market data access.

Qualifications

• Hands-on experience with market data provider, exchange, or trading firm.
• Proven track record in operating feed handlers.
• Experience with market data mechanics and recovery.
• Ability to resolve edge cases with data reasoning.
• Strong Rust experience for low-latency systems.

Responsibilities

• Lead integration of proprietary exchange feeds from U.S. and international venues.
• Own onboarding end to end, including spec analysis and validation.
• Design and implement robust feed handlers for real-world conditions.
• Monitor live feeds and identify data quality issues.
• Coordinate upgrades and incident response for exchanges.

Skills

Onboarding proprietary exchange market data feeds

Shipping exchange feed handlers

Understanding market microstructure

Working with U.S. and international exchanges

Interpreting ambiguous exchange specs

Rust programming

Data quality and operational reliability

Cross-venue reconciliation

Job description

A leading fintech company is seeking a Senior Engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges. The role demands expertise in operating exchange feed handlers, strong Rust programming skills, and a deep understanding of market microstructure. Responsibilities include managing end-to-end integration processes and ensuring data quality and operational reliability. Join a dynamic team committed to revolutionizing financial market data access.