**About us:
** Boerboel Trading is an electronic trading firm, active across a wide range
of asset classes and regions, with offices in NYC, Chicago, London, and Malta.
We engage in rigorous quantitative analysis to deploy systematic trading
strategies over multiple time horizons. Trading and research employees of the
firm are graduates from a wide spectrum of quantitative disciplines, such as
engineering, computer science, mathematics and physics. Our employees apply
their scientific methodologies to the analysis of extensive financial data
sets.
**Summary:
** As a Market Data Engineer , you will work closely with our
research, development, and infrastructure teams to manage capture,
normalization, and distribution of petabytes of historical market data from
exchanges around the world.
**Objectives:
**
- Manage large scale, time sensitive market data capture and normalization pipelines
- Maintain and improve our internal formats formats and common downstream research data
- Collaborate with infrastructure to ensure reliability of packet capture process
- Implement robust data validation and monitoring of new sources
- Provide production support, troubleshooting, and timely resolution of issues
Qualifications:
- Experience building and maintaining extremely large-scale ETL pipelines
- Proficient in Python and Bash scripting, familiarity with C++
- Knowledge of computer networking fundamentals
- Familiar with ETL orchestration frameworks (e.g. Airflow, Luigi, Dagster)
- Experience with distributed computing (e.g. Slurm, Celery, HTCondor)
Preferred:
- Previous experience with binary market data specifications (ITCH, MDP3, etc)
- Understanding of high performance filesystems and columnar storage formats
This position is eligible to be based in New York, NY or London, UK. In compliance with applicable U.S. pay transparency laws, the anticipated base range for this role is $100,000 - $200,000 annually in New York, NY. Pay (base and bonus) may vary depending on job-related skills and experience. A discretionary performance bonus may be provided as part of the total compensation package.
Eligible employees can participate in our benefits package which include health insurance, retirement savings plan, PTO, etc. Offerings may differ depending on location.
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