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Senior Market Data Engineer

Location

Dubai - United Arab Emirates

JobType

full-time

About the job

Info This job is sourced from a job board

About the role

Historical Data Capture and Storage: Design, develop, and maintain systems for the acquisition, storage, and retrieval of historical market data from multiple financial exchanges, brokers, and market data vendors Data Integrity and Accuracy: Ensure the integrity and accuracy of historical market data, including implementing data validation, cleansing, and normalization processes. Data Architecture Development: Build and optimize data storage solutions, ensuring they are scalable, high-performance, and capable of managing large volumes of time-series data. Versioning and Reconciliation: Develop systems for data versioning and reconciliation to ensure that changes in exchange formats or corrections to past data are properly handled. Data Source Integration: Implement robust integrations with various market data providers, exchanges, and proprietary data sources to continuously collect and store historical data. Data Access Tools: Build internal tools to provide easy access to historical data for research and analysis, ensuring performance, ease of use, and data integrity Collaborate with Trading and Research Teams: Work closely with quantitative researchers and traders to understand their data requirements and optimize the systems for data retrieval and analysis for backtesting and strategy development. Performance and Scalability: Develop scalable solutions to handle growing volumes of historical market data, including ensuring efficient queries and data retrieval for research and backtesting needs. Optimize Storage Costs: Work on optimizing data storage solutions, balancing cost-efficiency with performance, and ensuring that large datasets are managed effectively. Compliance and Auditing: Ensure historical market data systems comply with regulatory requirements and assist in data retention, integrity, and reporting audits.

About the company

We are a proprietary algorithmic trading firm. Our team manages the entire trading cycle, from software development to creating and coding strategies and algorithms. We have a team of 200+ professionals, with a strong emphasis on technology—70% of our team is made up of technical specialists. We operate as a fully remote organization, fostering a culture of transparency, clarity, and open communication. We are expanding into new markets and technologies, continuously innovating in the world of algorithmic trading.

Skills

python
go
rust
etl
sql
hadoop
kafka
spark
docker
airflow
slurm
linux
aws
google cloud
azure
machine learning
data science