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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, feed connectivity and data licensing
  • Dealing with traditional market data systems such as Elektron, TREP and DACS
  • Executing market data requests from initial investigations on a new feed or exchange, to understanding the full cost and technical implications, contributing to the commercial side of the legal framework, setting up the right entitlement framework to comply with the 3rd party requirement, to working with the network, server and developer teams to get the data delivered to applications in the company
  • Gaining a robust understanding of 3rd party data licensing rules and fees
  • Liaising with 3rd parties to update our systems to cater for changes on their sides

This role is well suited to 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 Elektron/TREP/DACS infrastructures
  • Knowledge of Market Data Terminals (e.g. Refinitiv 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. Bash, Python)
  • 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 who can then suggest solutions as to how things could be done better. We are always looking to continuously 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


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