Market Data Engineer @ Trading Technologies

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.
• 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.