Market Data Engineer - New York

Market Data Engineer

A New York based global Investment bank is seeking a highly experienced Market Data Engineer to join their High frequency Algo Group Rates IT team. The reason for the hire is for expansion of their team and provides an opportunity to become VP within a very short space of time.

The position entails working directly with the traders in a small development team to capture, analyze, cleanse, data mine market data. The position requires both development and support of the platform working in a fast paced but structured environment.

Responsibilities include:

• Implementing market data capture capabilities across many exchanges
• Cleanse the market data for use in research
• Analyze the market data for research purposes working with the quants
• Build abilities to playback market data for back testing

Essential Technical Skills:

• Expertise in market data
• Expertise in KDB+ (time series DB)
• Expertise in C++ or Java

Apply today with an up to date word formatted version of your CV.