This role is with one of the top multi-strategy investment management firms here in NYC, for a Market Data Engineer that will sit within their broader Execution Trading Technology Team.
Responsibilities will revolve around developing high performance pipelines and working with time series databases to ingest, query, and manage incoming tick data efficiently for use in back testing/research and live trading.
As an enterprise team, this would afford the opportunity to gain exposure to their different lines of business/styles of trading, including systematic, arbitrage, and macro strategies.
The main language of this role will be Python, and previous experience with real-time data ingestion and/or time-series databases is required.
This role is their highest active hiring priority at this time.
