Our firm is currently seeking a Market Data Engineer to work across both high & low-latency trading.
Expert knowledge of the design, engineering, and operations of direct feed market data infrastructures.
Strong knowledge of the LINUX operating system, including system administration, optimization, and troubleshooting. An in-depth knowledge of low-latency technologies preferred but not required.
Advanced ability in a scripting language such as bash, Python, or Perl.
Strong knowledge of various network protocols such as TCP/IP, UDP, multicast.
Expert in Refinitiv TREP middleware and other similar middleware technologies such as Kafka
Experience working with European real-time consolidated and direct feeds
Experience working with leading real-time market data providers in a low latency
Familiar with configuring ITRS or other monitoring systems
Confident working in common operating systems such as Linux and Windows.
Preferable but not essential:
Cloud experience with AWS, GCP or Azure
Familiarity with quantitative finance and electronic trading concepts.
Experience operating and monitoring both high- and low-latency trading environments.
Experience with containerization and orchestration technologies (e.g. Docker / Kubernetes)
Experience with open source DevOps projects