Software Engineer - Market Data (Fintech)

TL;DR

Software Engineer - Market Data (Fintech): Building high-performance real-time data pipelines to process financial market data with an accent on low latency, high throughput, and system resilience. Focus on designing efficient data feed handlers for various asset classes and optimizing distributed systems for maximum efficiency.

Location: Must be based in New York, NY (in-office 4 days per week)

Salary: $200,000 - $250,000

Company

Cloud-native end-to-end capital markets platform providing sophisticated investors access to every asset and market.

What you will do

• Design, develop, and maintain real-time data pipelines for financial market data with low latency and high throughput.
• Process and integrate security prices for equities, options, futures, and other financial instruments.
• Develop efficient mechanisms for integrating market data feeds from exchanges and other sources.
• Collaborate with product, trading, and risk teams to deliver high-quality solutions that meet business needs.
• Troubleshoot performance issues, resolve data discrepancies, and ensure data integrity across the pipeline.
• Continuously monitor pipeline health to identify and mitigate potential issues before they impact performance.

Requirements

• 8+ years of professional experience implementing low-latency, high-throughput data pipelines.
• Solid understanding of distributed systems, including data consistency, fault tolerance, and scalability.
• Familiarity with financial market data and asset classes like equities, options, and futures.
• Strong familiarity with Linux/BSD and TCP/IP and UDP (Unicast/Multicast) networking.
• Ability to communicate technical ideas with ease and collaborate effectively within a team.

Nice to have

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

Culture & Benefits

• Competitive compensation packages with company equity and 401k matching.
• Full medical, dental, and vision insurance.
• Gender neutral parental leave.
• In-office perks including lunch stipends, fully stocked kitchens, and happy hours.
• Collaborative, high-performance culture that values diversity in ideas and experiences.