Software Engineer - Market Data

Responsibilities

• Design, develop, and maintain real-time data pipelines to handle financial market data with low latency and high throughput in a resilient manner.
• Work with various asset classes such as equities, options, futures, and other financial instruments to ensure timely and accurate data processing.
• Collaborate with product, trading, and risk teams to understand requirements and deliver high-quality solutions that meet business needs.
• Develop efficient mechanisms for integrating market data feeds from exchanges and other sources into our systems.
• Troubleshoot and resolve performance issues, data discrepancies, and ensure data integrity across the pipeline.
• Continuously monitor the performance and health of data pipelines, identifying and mitigating potential issues before they impact system performance.

Requirements

• At least 8+ years of professional experience implementing low-latency, high-throughput data pipelines
• Solid understanding of distributed systems and the challenges involved in real-time data pipelines (e.g., data consistency, fault tolerance, scalability)
• Familiarity with financial market data, including security prices, and asset classes like equities, options, futures, etc.
• Strong familiarity with Linux/BSD
• Familiarity with TCP/IP and UDP (Unicast/Multicast) networking
• Communicate technical ideas with ease and always look to collaborate to deliver high quality products
• Team player, with experience working effectively with other engineers toward common goals

Nice To Haves

• Experience with system profiling with eBPF
• Experience with columnar storage and database systems
• Kernel bypass networking (DPDK or XDP)
• Provisioning and configuration of routing in the cloud or on-premise, including BGP, VPCs, network peering
• Experience with Aeron

Compensation

Base Salary Range: $200,000 - 250,000. Additional total compensation includes bonuses and equity. Benefits: company equity, 401k matching, gender neutral parental leave, full medical, dental and vision insurance.