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Market Data Software Engineer

Market Data Software Engineer

CompanyClear Street
LocationNew York, NY, USA
Salary$140000 – $240000
TypeFull-Time
Degrees
Experience LevelSenior

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