Market Data Developer
New York, New York
Charlotte, North Carolina
May 30th 2019
Location: New York City or Charlotte, North Carolina.
Travel: Quarterly visits between NYC and Charlotte.
Work closely day to day with Product Strategy to develop a Real Time Data feeds, Data Management and Ingestion methods for direct to market connectivity.
Develop complex data structures and in-memory caches,
Develop and manage standardized API and protocols for storing data, and retrieving data from high velocity tick plant stores.
Store data between Real-time, near Real-time, and long term based upon accessibility needs.
Participate in large vendor Proof of Concepts to solidify most appropriate technologies to onboard.
Face off with Enterprise Data Lake technology teams to devise long term storage plans.
5+ years’ experience developing in Java or C++..
5+ years developing for trading desks, exchanges, ECN’s or trading software providers.
3+ years’ experience working with Python.
2+ years’ experience developing on various Linux platforms.
Experience developing flexible and unique data models across emerging data storage technologies, such as OneTick, kdb, Hadoop and other non-relational stores.
Exposure to Direct exchange connectivity development in low latent methodologies.
Excellent understanding of industry standard protocols such as FIX and ITCH/OUCH.
Excellent team player, with demonstrable ability to work across various engineering teams.
Bachelors and/or Master’s degree in Computer Science, Electrical Engineering and/or Mathematics.
Exposure to multiple asset classes, including Fixed Income, FX, and Equities.
Experience with vendor based tick plant solution stacks.
Ability to thrive working in a fast-paced environment, and learning complex subject matter on the fly.
Working knowledge of OneTick, kdb, or other similar Time Series Data technologies.
Experience with Spark/ PySpark or Q.
Clear understanding of how to develop for high-velocity data persistence and reporting.
Familiarity with financial services Market Data vendors (Thompson Reuters, Bloomberg, Activ).
Job ID: A2362