Senior Market Data Engineer
- Location
- Remote (US / EU) · New York
- Compensation
- $170,000 – $220,000 + equity
Own the capture and normalization layer that turns raw venue feeds into the versioned, lineage-tracked datasets the whole firm builds on.
What you'll do
- Build and operate low-latency ingestion for spot, perpetual, and options venues with dual-clock (exchange and receive) timestamping.
- Design the venue ontology — symbol maps, tick rules, and book-event semantics — so data stays comparable across markets and contract generations.
- Harden integrity gates for crossed books, sequence gaps, stale quotes, and anomalous depth before any feature reaches research.
- Ship versioned datasets with reproducible transforms, QA scorecards, and lineage that desks can defend under scrutiny.
What we're looking for
- 5+ years building production data systems, ideally against real-time market or event-streaming feeds.
- Strong Python and one systems language (Rust, C++, or Go), with a feel for latency and back-pressure.
- Hands-on with columnar storage (Parquet/Arrow) and a streaming backbone (Kafka, Redpanda, or similar).
- Rigor about data correctness — you treat timestamps, sequence numbers, and idempotency as first-class concerns.
Bonus
- Experience with crypto exchange APIs (Binance, Bybit, OKX, Kraken) or traditional market data (FIX, ITCH).
- Familiarity with order-book reconstruction and microstructure.

