Senior Data Engineer II - Shape Fast Market Data APIs

Polygon.io, Inc; Northern (KY); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

401(k) plan

Unlimited time off

Medical plans

Job summary

Massive is seeking a data-focused engineer to own the middle of our data platform, transforming raw market, reference, and alternative data into fast, well-shaped datasets. You will define the data model, build the transformation layer in Python/SQL, and shape the API surface used by customers.

The role blends data engineering and analytics engineering, handling ingestion, cleaning, modeling, and production deployment with a hands-on, multi-hat team environment.

Qualifications

• Strong Python and SQL skills with advanced analytics experience.
• Experience modeling analytical data and choosing normalization vs denormalization.
• Track record of accelerating table and query performance.
• Experience with modern analytical engines or lakehouses.
• Familiarity with columnar formats and object storage.

Responsibilities

• Model the data, design entities, and document the schema rationale.
• Build and own the transformation layer in Python and SQL for cleaning, normalization, validation, and reconciliation.
• Ingest from external APIs, handle rate limits, pagination, and backfills with schema drift detection.
• Preserve the source data while layering cleaned, curated data on top.
• Make data systems fast via partitioning, sorting, and appropriate indexing.
• Collaborate with Product to design API surfaces for datasets and queries.
• Partner with Data Science/AI Engineering on datasets and features used by models.
• Set data quality metrics for ingest validation, drift detection, freshness, and completeness.

Skills

Python

SQL

Data modeling

Performance optimization

Analytical data

Tools

DataFusion

DuckDB

Databricks

Snowflake

ClickHouse

Trino

BigQuery

Job description

Massive is seeking a data-focused engineer to own the middle of our data platform, transforming raw market, reference, and alternative data into fast, well-shaped datasets. You will define the data model, build the transformation layer in Python/SQL, and shape the API surface used by customers.

The role blends data engineering and analytics engineering, handling ingestion, cleaning, modeling, and production deployment with a hands-on, multi-hat team environment.