Full job descriptionMcGregor Boyall are working with one of the world’s largest proprietary trading firms: a market maker active across 70+ exchanges globally. They’re hiring a Software Engineer to own the reference data layer that sits beneath every trading decision the firm makes.


You’d be setting technical direction for a platform spanning financial instruments, corporate actions, market calendars, and alternative datasets: working across asset classes, in a low-latency environment where data correctness isn’t just good practice, it’s P&L-critical. The stack leans on C++ and Python, and the challenge is building pipelines robust enough to handle the complexity of real-world upstream sources without compromising the quality that high-frequency strategies demand.


The team sits at the intersection of engineering, trading, and research.


Offering guaranteed bonus and sign-on, hybrid working from London (candidates need to be in-office 3 days per week).


Required skills:
- Expertise in either Python or C++ (both is great)
- Proven experience designing and building reference data or security master systems from scratch. We’re not looking for people who have only consumed or maintained these systems
- Good experience with data modelling
- Prior experience working within market data teams within a leading financial services organisation. Market making is ideal, but hedge funds, prop trading, asset managers or top investment banks are also of interest


McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.