Senior Market Data Engineer - Real-Time Feeds & Archives

Aquatic Capital Management; Chicago (IL); On-site; USD 150,000 - 300,000; Full time

Benefits offered by this job

Medical, dental, vision for employees+

401k plan

Employer‑paid life & disability

Wellness programs

Casual dress

Snacks and lunch provided

Game room

Team and company events

Generous PTO and holidays

Job summary

Aquatic Capital Management is seeking a Software Engineer to join the Core Data team. You will build and maintain market data feed handlers, create reliable data archives, and work with researchers to tailor data products for trading and research.

The role emphasizes hands-on development, collaboration across Research, Engineering, and Trading Operations, and expanding data capabilities for global markets.

Qualifications

• BS/MS in CS/EE or related field or equivalent experience.
• 5–10 years of professional software development, 4+ in trading or market data.
• Strong C++ and Python; Rust is a plus; production-grade systems experience.
• Hands-on experience with proprietary equities protocols (ITCH, GTP, PITCH).
• Knowledge of order book mechanics, trade/quote conditions, venue behavior.

Responsibilities

• Implement and enhance market data feed handlers for proprietary equities protocols.
• Build and maintain quant-ready data archives for researchers.
• Collaborate with researchers to optimize data presentation.
• Support rollout of new markets as the firm expands globally.
• Share expertise on data processing tradeoffs and mentor teammates.
• Participate in Core Data initiatives including reference data and pipelines.

Skills

C++

Python

Rust

Market data feeds

Protocol handling (ITCH, GTP, PITCH)

Education

BS/MS in Computer Science or Electrical Engineering or related field

Tools

Dagster

Polars

Job description

Aquatic Capital Management is seeking a Software Engineer to join the Core Data team. You will build and maintain market data feed handlers, create reliable data archives, and work with researchers to tailor data products for trading and research.

The role emphasizes hands-on development, collaboration across Research, Engineering, and Trading Operations, and expanding data capabilities for global markets.