Market Data Engineer
McGregor Boyall are working with one of the world's largest proprietary trading firms: a market maker active across 70+ exchanges globally. They're hiring a Software Engineer to own the reference data layer that sits beneath every trading decision the firm makes.
You'd be setting technical direction for a platform spanning financial instruments, corporate actions, market calendars, and alternative datasets: working across asset classes, in a low-latency environment where data correctness isn't just good practice, it's P&L-critical. The stack leans on C++ and Python, and the challenge is building pipelines robust enough to handle the complexity of real-world upstream sources without compromising the quality that high-frequency strategies demand.
The team sits at the intersection of engineering, trading, and research.
Offering guaranteed bonus and sign-on, hybrid working from London (candidates need to be in-office 3 days per week).
Required skills:
- Expertise in either Python or C++ (both is great)
- Proven experience designing and building reference data or security master systems from scratch. We're not looking for people who have only consumed or maintained these systems
- Good experience with data modelling
- Prior experience working within market data teams within a leading financial services organisation. Market making is ideal, but hedge funds, prop trading, asset managers or top investment banks are also of interest
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