A boutique multi-strategy investment firm is building a next-generation real-time data platform to support systematic and discretionary trading across multiple asset classes. They are hiring a VP-level Market Data Engineer to take ownership of high-performance data ingestion and live feed architecture.
This is a hands-on technical leadership role for someone who enjoys working close to the data, at scale, in a low-latency environment.
You will lead the engineering of real-time market data feeds, ingesting millions of messages per second and handling terabytes to petabytes of data from live sources.
This platform underpins trading, analytics and research with a strong focus on low-latency, high-throughput and resilience.
You’ll work closely with trading, quant and platform teams to design and evolve a highly optimised market data stack.
Areas Of Focus:
*Real-time market data ingestion and processing at scale.
*Low-latency Java systems (event-driven, high-throughput).
*Bloomberg, TREP, Refinitiv etc feed integration.
*Direct venue connectivity and market data normalisation.
*Handling TB-PB scale datasets from continuous live feeds.
*Data quality, sequencing, recovery and resiliency in real-time systems.
What They’re Looking For:
*Strong hands-on background in Java building low-latency, high performance systems.
*Experience in hedge fund, prop trading, or investment banking environments.
*Deep expertise with market data feeds (Bloomberg, TREP, direct exchange feeds).
*Proven experience processing millions of events per second in real time.
*Solid understanding of data ingestion pipelines, streaming architectures, and fault tolerance.
*Technical ownership, architecture and mentoring.
Nice To Have:
*KDB / Time Series Database
*Python
*Cloud/hybrid infrastructure exposure.