The role
Owning the pipelines that turn raw venue feeds into research-ready datasets. Everything downstream, research and live trading alike, depends on this being right.
What the work involves
- Build and run ingestion for exchange and vendor market data
- Guarantee correctness, completeness and point-in-time accuracy
- Scale storage and query performance for research workloads
- Automate monitoring and reconciliation
What firms look for
- Strong Python, plus SQL and columnar data formats
- Experience with large time-series datasets
- Understanding of market data structure: ticks, books, corporate actions
- Discipline about data quality and reproducibility
- Right to work in the UK
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to XTX Markets directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.