Senior Market Data Engineer
Location: New York, Chicago, or San Francisco
ROLE OVERVIEW
Our client, a global, multi-strategy asset management firm, is hiring a Senior Market Data Engineer to join their team. The ideal candidate will have a strong background in Python, cloud technologies, and extensive experience working with tick data and building robust tick data pipelines. Experience with Parquet-based file storage is required, and familiarity with Apache Iceberg is a significant plus. The role involves designing, implementing, and maintaining our market data processing systems, ensuring high availability, performance, and scalability.
RESPONSIBILITIES
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Design and develop high-performance tick data pipelines to process and analyze large volumes of financial market data.
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Work with timeseries databases (e.g., KDB, OneTick) to store, query, and manage tick data efficiently.
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Utilize cloud technologies to optimize data processing and storage solutions.
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Leverage Parquet-based file storage for efficient data storage and retrieval.
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(Preferred) Integrate and manage data using Apache Iceberg for large-scale data lake management.
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Collaborate with other engineers and trading teams to define data requirements and integrate market data into our products and services.
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Ensure data quality and integrity by implementing robust data validation and error handling mechanisms.
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Continuously improve data processing latency and throughput to meet the needs of high-frequency trading environments.
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Develop and maintain documentation for data pipelines and architectures.
QUALIFICATIONS
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Bachelor’s degree in Computer Science, Engineering, or a related field.
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8+ years of experience in software engineering with a focus on market data.
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Proficient in Python and familiar with cloud platforms (AWS, GCP, Azure).
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Experience with Kubernetes and containerization.
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Demonstrated experience with tick data and building tick data pipelines.
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Experience with Parquet-based file storage is required.
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Experience with Apache Iceberg is a plus.
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Strong analytical and problem-solving skills.
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Excellent communication and collaboration abilities.
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Experience working with timeseries databases (e.g., KDB, OneTick) and C++ is a plus.
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Experience with financial markets and trading concepts is a plus.
Compensation and Benefits
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Compensation: For NY, CA, and IL based applicants, the starting base pay range for this role is between $150,000 and $225,000. This role may also be eligibility to earn discretionary bonus
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Benefits: We provide a competitive package that includes health insurance, wellness programs, financial guidance, professional and personal development opportunities, and family assistance.
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LaSalle Network is an Equal Opportunity Employer m/f/d/v.
LaSalle Network is the leading provider of direct hire and temporary staffing services. For over two decades, LaSalle has helped organizations hire faster and connect top talent with opportunities, from entry-level positions to the C-suite. With units specializing in Accounting and Finance, Administrative, Engineering, Marketing, Technology, Supply Chain, Revenue Cycle, Call Center, Human Resources and Executive Search, LaSalle offers staffing and recruiting solutions to companies of all sizes and across all industries.