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Market Data Software Engineer
Company | Clear Street |
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Location | New York, NY, USA |
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Salary | $140000 – $240000 |
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Type | Full-Time |
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Degrees | |
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Experience Level | Senior |
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Requirements
- 5+ years of professional experience implementing low-latency, high-throughput data pipelines
- Solid understanding of distributed systems and the challenges involved in real-time data pipelines (e.g., data consistency, fault tolerance, scalability)
- Familiarity with financial market data, including security prices, and asset classes like equities, options, futures, etc.
- Strong familiarity with Linux/BSD
- Familiarity with TCP/IP and UDP (Unicast/Multicast) networking
- Ability to communicate technical ideas with ease and collaborate to deliver high quality products
- Team player with experience working effectively with other engineers toward common goals
Responsibilities
- Design, develop, and maintain real-time data pipelines to handle financial market data with low latency and high throughput in a resilient manner
- Work with various asset classes such as equities, options, futures, and other financial instruments to ensure timely and accurate data processing
- Collaborate with product, trading, and risk teams to understand requirements and deliver high-quality solutions that meet business needs
- Develop efficient mechanisms for integrating market data feeds from exchanges and other sources into our systems
- Troubleshoot and resolve performance issues, data discrepancies, and ensure data integrity across the pipeline
- Continuously monitor the performance and health of data pipelines, identifying and mitigating potential issues before they impact system performance
Preferred Qualifications
- Experience with system profiling with eBPF
- Experience with columnar storage and database systems
- Kernel bypass networking (DPDK or XDP)
- Provisioning and configuration of routing in the cloud or on-premise, including BGP, VPCs, network peering
- Experience with Aeron