Market Data Engineer

Neurensic; New York (NY); On-site; USD 130,000 - 180,000; Full time

Job summary

Trading Technologies is seeking an experienced Market Data Engineer in New York to build and support market data feed handlers and downstream analytics. You will work across equities, futures, options, FX, and fixed income, interfacing with ICE, Refinitiv, and other providers using C#, SQL, and Python.

The role emphasizes production readiness, data quality, and modern data workflows on SQL Server and Snowflake, with AWS in the mix. Strong hands-on problem solving is essential.

Qualifications

• Bachelor’s degree in CS/Data Engineering or related field.
• 8–10+ years in software engineering and market data systems.
• Strong knowledge of financial market data and C# development.
• Experience with SQL Server, Snowflake, and data pipelines.
• Ability to operate in production environments with automation.

Responsibilities

• Vendor feed integration from ICE, Refinitiv, and others with proper entitlements.
• Support multi-asset market data for equities, futures, FX, and fixed income.
• Develop and maintain instrument mappings, reference data, and pricing data.
• Build and optimize C# feed handlers and data workflows to downstream systems.
• Process real-time trades/quotes and ensure data quality and reliability.
• Triage production issues and support SLAs, with bias toward automation.

Skills

C#

SQL

Python

Market data systems

Real-time processing

Data pipelines

ETL/ELT

Problem solving

Education

Bachelor’s degree in CS/Data Eng

Tools

Snowflake

SQL Server

Apache Airflow

AWS

CI/CD

Liquibase

Git

Job description

Trading Technologies Multi-asset platform for capital markets

• Permanent - Full Time
• New York
• Posted 2 days ago

Website Trading Technologies Multi-asset platform for capital markets

We are looking for an experienced Market Data Engineer with at least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems. Must have strong financial market data knowledge and C# development experience to build, maintain, and support market data feed handlers and downstream data processing systems. The role spans Equities, Futures, Options, Foreign Exchange (FX), and Fixed Income, working with vendors such as ICE, Refinitiv, S&P and other market data providers. The ideal candidate has practical experience integrating market data feeds, processing real-time trades and quotes, managing reference data and pricing data, and developing reliable production systems. This person will work across our existing SQL Server environment and Snowflake cloud data platform to ensure market data is accurate, complete, reliable, and available for downstream Trade Cost Analysis (TCA) and analytics applications. The role requires strong hands-on technical skills, independent problem-solving, and the ability to support critical production data processes.

Tech Stack

• Languages: C#, SQL, Python – scripting experience
• Databases: Microsoft SQL Server, Snowflake
• Data Engineering: ETL/ELT, Apache Airflow, data pipelines
• Cloud: AWS, including S3 and other AWS data services
• Development: Git, CI/CD, Liquibase, automated testing and deployment
• Data: Market data, trade data, transaction cost analysis, and financial data

What Success looks like

• Market data across supported asset classes is accurate, complete, and timely.
• Vendor feeds are integrated correctly, with appropriate handling of interruptions and data recovery.
• Market data feed handlers are reliable, performant, and maintainable.
• Production issues can be independently diagnosed and resolved.
• C# feed processing and SQL Server/Snowflake data workflows are supported and continuously improved.

Key Responsibilities

• Vendor Feed Integration: Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration.
• Multi-Asset Market Data: Support Equities, Futures, Options, FX, and Fixed Income market data, understanding asset-specific pricing, trading conventions, identifiers, and data requirements.
• Reference Data: Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data.
• Pricing Data: Support end-of-day pricing, intraday pricing, historical data, and related data quality controls.
• C# Feed Handler Development: Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data reliably to downstream systems.
• Real-Time Data Processing: Process intraday trades and quotes, including Level 1 top-of-book data and Level 2 market depth data, where supported by the feed.
• Feed Reliability and Performance: Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios. Improve application stability, throughput, and resilience.
• SQL Server Development: Write and optimize SQL queries, stored procedures, and data processing workflows that support market data storage and downstream applications.
• Snowflake Data Engineering: Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows.
• Python and Automation: Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks.
• Production Support: Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs.
• Platform Modernization: Help modernize market data processing and migrate appropriate data workflows from SQL Server to Snowflake and AWS-based infrastructure.
• Cross-Team Collaboration: Work with TCA engineers, product teams, and other stakeholders to deliver new market data capabilities and maintain existing services.

Educational Background

• Bachelor’s degree in Computer Science, Data Engineering, or a related field.

Technical Skills

• Strong working knowledge of Equities, Futures, Options, FX, and Fixed Income market data.
• Hands-on experience with Snowflake and AWS Cloud services.
• Strong hands-on SQL development experience.
• Strong experience with Microsoft SQL Server, including complex queries, stored procedures, performance tuning, and troubleshooting.
• Strong debugging, analytical, and problem-solving skills.
• Understanding reference data, instrument identifiers, symbology, exchange and venue mappings, end-of-day pricing, and intraday pricing.
• Practical experience integrating external market data feeds, preferably ICE, Refinitiv/LSEG, or comparable vendors.
• Hands-on C# development experience building or maintaining feed handlers, market data applications, or other real-time data processing systems.
• Ability to independently troubleshoot production issues, own technical deliverables, and work with minimal supervision.

Preferred Experience

• Familiarity with vendor APIs, feed protocols, entitlement management and vendor-specific message formats.
• Experience with high-volume market data, tick data, trade and quote normalization, and market data quality controls.
• Experience with Snowflake, AWS/S3, and Apache Airflow or similar orchestration tools.
• Experience with SQL Server performance tuning and large-scale data processing.
• Experience supporting Trade Cost Analysis (TCA), trading analytics, or financial market data platforms.
• Experience with Apache Airflow or similar orchestration technologies.
• Experience with AWS, particularly S3 and data services.
• Experience with Git, CI/CD, Liquibase and automated deployment processes.
• Experience with data quality, reconciliation, and data governance.