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 be a core part of our new SRE team, working closely with our research, development, and infrastructure teams to manage capture, normalization, post-processing, and distribution of petabytes of historical market data from exchanges around the world.

Objectives:

• Manage very large scale, time sensitive market data capture and normalization pipelines
• Maintain and improve our internal formats formats and common downstream research data
• Ensure reliability of packet capture process and vendor data downloads
• Implement robust data validation and monitoring of both historical and ongoing data
• Provide production support, troubleshooting, and timely resolution of issues

Qualifications:

• Experience building and maintaining extremely large-scale data pipelines
• Proficient in Python and Bash scripting, familiarity with light C++ debugging
• Knowledge of computer networking fundamentals and packet captures
• Understanding of high performance filesystems and columnar storage formats
• Previous experience with binary market data specifications (ITCH, MDP3, etc)

 

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.