Market Data Engineer

Responsibilities

• Design, build, and maintain a petabyte-scale market data lakehouse infrastructure spanning from raw exchange feeds to real-time trading data.
• Own the full capture path from wire to lake, including decoding and normalizing raw exchange feeds (pcap, multicast UDP, ITCH, FIX) into a unified canonical model.
• Manage the Iceberg-over-S3 lakehouse, including partitioning, schema evolution, compaction, and storage cost optimization.
• Build batch and stream pipelines using Airflow, Spark, and dbt for tick and reference data.
• Develop shared access services and libraries for schema management, data contracts, and validation.
• Implement monitoring, alerting, and CI/CD across capture and pipeline layers on Kubernetes.
• Partner with Quant Research, Data Science, and DevOps to translate requirements into platform capabilities.

Requirements

• 5+ years of experience building production-grade data systems and architecting data lakes/lakehouses.
• Expertise in Apache Iceberg or comparable table formats such as Delta or Hudi.
• Experience with market data protocols (ITCH, FIX/FAST, multicast UDP) and network packet capture (pcap).
• Expert-level Python skills, specifically with Polars and PySpark.
• Proficiency in SQL, including complex aggregations and query optimization.
• Experience with modern orchestration (Airflow) and distributed processing (Apache Spark).
• Solid fundamentals in Linux, Docker, Kubernetes (EKS), and AWS S3.
• Knowledge of DevOps practices including Terraform, GitOps, and observability tools like Grafana and Prometheus.

Preferred Qualifications

• Experience with Rust for high-performance capture and decoding.
• Experience normalizing market data from vendors like OneTick, Refinitiv, Bloomberg, or ICE.
• Familiarity with Apache Arrow for zero-copy, columnar in-memory interchange.

Benefits

• Fully remote work from anywhere in the world with a flexible schedule.
• Opportunity to work in a modern IT environment without legacy systems or bureaucracy.
• Compensation for health insurance, sports, and professional development.
• Real opportunities for professional growth within a high-performance trading firm.

About the Company

BHFT is a proprietary algorithmic trading firm managing the full trading cycle, from software development to strategy coding. We trade a broad range of asset classes, including equities, derivatives, options, and futures, using both High- and Medium-Frequency Trading approaches. Our team of 200+ professionals is heavily technical, with 70% of the staff specializing in development, infrastructure, testing, and analytics.