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Market Data Engineer

G-Research is Europe’s leading quantitative finance research firm. We hire the brightest minds in the world to tackle some of the biggest questions in finance. We pair this expertise with machine learning, big data, and some of the most advanced technology available to predict movements in financial markets.

The role

The Low Latency Engineering Group is responsible for a low-latency trading system that forms a critical part of a global investment platform. The group includes teams responsible for market data and Linux engineering, order entry, and order execution functions.

The group produces software which runs in stock exchange co-locations around the world. The scale of our deployment, and the tight performance and reliability requirements of our platform, mean we put a premium on timely and correct delivery of market data.

We are looking for a Market Data Engineer to join our growing team. As a company, G-Research interacts with many exchanges globally and a multitude of data providers meaning you would have extensive interactions across the industry.

The responsibilities of this role include:

  • Managing our market data infrastructure, direct feed connectivity and data licensing
  • Dealing with traditional market data systems such as TREP, DACS, and Bloomberg
  • Executing market data requests from initial investigations of a new feed or venue to understanding commercial, compliance, and technical implications, liaising with commercial and legal teams as well as network and development teams in order to ensure successful data feed provisioning
  • Gaining a robust understanding of third party data licensing rules and fees
  • Liaising with data vendors and exchanges to implement commercial and technical changes

This role would suit a technical Market Data Engineer looking to expand their horizons into the commercial side of market data, or to get exposure to a breadth of asset classes across a diversified range of data feeds.

Who are we looking for?

The ideal candidate will have the following:

  • Experience in designing, running and troubleshooting TREP/DACS infrastructure
  • Knowledge of Market Data Terminals (e.g. Eikon, Bloomberg)
  • Excellent communication and documentation skills
  • Experience with direct exchange connectivity and a high-level understanding of feed protocols
  • Good understanding of Linux OS core principles, performance and tuning
  • Solid comprehension of basic network protocols (e.g. IP, UDP, multicast, TCP), OS network stacks
  • Scripting ability (e.g. Python, BASH)
  • Extensive market data industry knowledge

The following experience/skills would be advantageous, but are not required:

  • Experience dealing with exchanges, market data providers
  • Data licensing, legal wording and contracts
  • Managing entitlements
  • A working understanding of ITRS Geneos
  • Feed and latency monitoring (ideally with Corvil)
  • Automation via the use of orchestration tools such as Ansible
  • Time synchronisation (e.g. PTP)
  • Database administration and querying

In addition to the technical skill set, we are looking for motivated team players who are able to see inefficiencies in our systems and processes, and propose improvements and solutions. We are continuously looking to improve and it is important that you have this mind-set too.

Why should you apply?

  • Highly competitive compensation plus annual discretionary bonus
  • Informal dress code and excellent work/life balance
  • Comprehensive healthcare and life assurance
  • 25 days holiday
  • 9% company pension contributions
  • Cycle-to-work scheme
  • Subsidised gym membership
  • Monthly company events
  • Central London office close to 5 stations and 6 tube lines

G-Research is committed to cultivating and preserving an inclusive work environment. We are an ideas-driven business and we place great value on diversity of experience and opinions.

We want to ensure that applicants receive a recruitment experience that enables them to perform at their best. If you have a disability or special need that requires accommodation please let us know in the relevant section.

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