Market Data Engineer

Trading Technologies

. Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration .

Posted 11/3/2026full-timeNew York City • New York • United StatesSeniorLead💰 $175,000 - $200,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates extensive experience in integrating and supporting market data feeds, particularly from ICE and Refinitiv, while developing and maintaining applications in C# and SQL. Proficient in utilizing Snowflake and AWS for data processing and analytics, with strong problem-solving and debugging skills in financial market data systems.

Highest-signal resume keywords

C# DevelopmentSQL DevelopmentSnowflakeAWS Cloud ServicesMarket Data Integration

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

C#SQLSnowflakeAWSMarket Data ProcessingData Quality ControlsReference Data ManagementPerformance TuningDebuggingData Governance

Soft Skills

Analytical SkillsProblem-Solving SkillsIndependent Troubleshooting

Tools & Technologies

Microsoft SQL ServerApache AirflowGitCI/CDLiquibase

Industry Keywords

EquitiesFuturesOptionsFXFixed IncomeTrade Cost AnalysisFinancial Market DataVendor APIsEntitlement ManagementTick Data

Tech Stack

Tools & technologies

AirflowApacheAWSCloudMS SQL ServerPythonSnowflakeSQL

About the role

Key responsibilities & impact

Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration
Support Equities, Futures, Options, FX, and Fixed Income market data
Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data
Support end-of-day pricing, intraday pricing, historical data, and related data quality controls
Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data to downstream systems
Process intraday trades and quotes, including Level 1 top-of-book and Level 2 market depth data where supported
Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios
Improve application stability, throughput, and resilience
Write and optimize SQL queries, stored procedures, and data processing workflows for market data storage and downstream applications
Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows
Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks
Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs
Help modernize market data processing and migrate workflows from SQL Server to Snowflake and AWS-based infrastructure
Work with TCA engineers, product teams, and other stakeholders to deliver market data capabilities and maintain existing services

Requirements

What you’ll need

At least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems
Bachelor’s degree in Computer Science, Data Engineering, or a related field
Strong working knowledge of Equities, Futures, Options, FX, and Fixed Income market data
Hands-on experience with Snowflake and AWS Cloud services
Strong hands-on SQL development experience
Strong experience with Microsoft SQL Server, including complex queries, stored procedures, performance tuning, and troubleshooting
Strong debugging, analytical, and problem-solving skills
Understanding of reference data, instrument identifiers, symbology, exchange and venue mappings, end-of-day pricing, and intraday pricing
Practical experience integrating external market data feeds, preferably ICE, Refinitiv/LSEG, or comparable vendors
Hands-on C# development experience building or maintaining feed handlers, market data applications, or other real-time data processing systems
Ability to independently troubleshoot production issues, own technical deliverables, and work with minimal supervision
Familiarity with vendor APIs, feed protocols, entitlement management, and vendor-specific message formats
Experience with high-volume market data, tick data, trade and quote normalization, and market data quality controls
Experience with Snowflake, AWS/S3, and Apache Airflow or similar orchestration tools
Experience with SQL Server performance tuning and large-scale data processing
Experience supporting Trade Cost Analysis (TCA), trading analytics, or financial market data platforms
Experience with Git, CI/CD, Liquibase, and automated deployment processes
Experience with data quality, reconciliation, and data governance
Candidates should understand how to use AI effectively while independently validating generated code for correctness, security, performance, and maintainability

Benefits

Comp & perks

Medical, Dental, and Vision insurance
Flexible Spending Accounts (FSA) & Health Savings Accounts (HSA)
401(k) retirement plan
Pre-tax transit and parking benefits
Hybrid work: three days in-office and two days remote per week
22 days of Paid Time Off (PTO) per year, with option to roll over unused days
One dedicated volunteering day per year
Two professional development days per year
Additional PTO day during milestone anniversary years
Paid holiday schedule with early dismissal
Generous parental leave for all parents, including adoptive parents
Budget for tech accessories, monitors, headphones, keyboards, and other office equipment
Backup child and pet care, and tutoring services
Milestone anniversary bonuses
Stipend and subsidy contributions toward personally-owned cell phones
Gym membership and health/wellness initiative contributions
Discounted healthcare premiums
Healthy meal delivery program subsidies