Market Data Engineer

Posted Yesterday
New York, NY, USA
Hybrid
175K-200K Annually
Expert/Leader
Fintech • Information Technology
The Role
Develop and support C# market data feed handlers and real-time processing systems across equities, futures, options, FX, and fixed income. Integrate vendor feeds, maintain reference and pricing data, optimize SQL Server and Snowflake workflows, and automate validation using Python and Airflow. Diagnose production issues, improve feed reliability and performance, support AWS-based modernization, and collaborate on transaction cost analysis and analytics capabilities.
Summary Generated by Built In
We are looking for an experienced Market Data Engineer with at least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems. Must have strong financial market data knowledge and C# development experience to build, maintain, and support market data feed handlers and downstream data processing systems.
The role spans Equities, Futures, Options, Foreign Exchange (FX), and Fixed Income, working with vendors such as ICE, Refinitiv, S&P and other market data providers. The ideal candidate has practical experience integrating market data feeds, processing real-time trades and quotes, managing reference data and pricing data, and developing reliable production systems.
This person will work across our existing SQL Server environment and Snowflake cloud data platform to ensure market data is accurate, complete, reliable, and available for downstream Trade Cost Analysis (TCA) and analytics applications. The role requires strong hands-on technical skills, independent problem-solving, and the ability to support critical production data processes.
Tech Stack
  • Languages: C#, SQL, Python - scripting experience
  • Databases: Microsoft SQL Server, Snowflake
  • Data Engineering: ETL/ELT, Apache Airflow, data pipelines
  • Cloud: AWS, including S3 and other AWS data services
  • Development: Git, CI/CD, Liquibase, automated testing and deployment
  • Data: Market data, trade data, transaction cost analysis, and financial data
What Success looks like
  • Market data across supported asset classes is accurate, complete, and timely.
  • Vendor feeds are integrated correctly, with appropriate handling of interruptions and data recovery.
  • Market data feed handlers are reliable, performant, and maintainable.
  • Production issues can be independently diagnosed and resolved.
  • C# feed processing and SQL Server/Snowflake data workflows are supported and continuously improved.

Key Responsibilities
  • Vendor Feed Integration: Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration.
  • Multi-Asset Market Data: Support Equities, Futures, Options, FX, and Fixed Income market data, understanding asset-specific pricing, trading conventions, identifiers, and data requirements.
  • Reference Data: Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data.
  • Pricing Data: Support end-of-day pricing, intraday pricing, historical data, and related data quality controls.
  • C# Feed Handler Development: Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data reliably to downstream systems.
  • Real-Time Data Processing: Process intraday trades and quotes, including Level 1 top-of-book data and Level 2 market depth data, where supported by the feed.
  • Feed Reliability and Performance: Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios. Improve application stability, throughput, and resilience.
  • SQL Server Development: Write and optimize SQL queries, stored procedures, and data processing workflows that support market data storage and downstream applications.
  • Snowflake Data Engineering: Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows.
  • Python and Automation: Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks.
  • Production Support: Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs.
  • Platform Modernization: Help modernize market data processing and migrate appropriate data workflows from SQL Server to Snowflake and AWS-based infrastructure.
  • Cross-Team Collaboration: Work with TCA engineers, product teams, and other stakeholders to deliver new market data capabilities and maintain existing services.

Skills, Knowledge and Expertise
Educational Background:
  • Bachelor’s degree in Computer Science, Data Engineering, or a related field.
Technical Skills:
  • 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 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.
Preferred Experience:
  • 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 Apache Airflow or similar orchestration technologies.
  • Experience with AWS, particularly S3 and data services.
  • Experience with Git, CI/CD, Liquibase and automated deployment processes.
  • Experience with data quality, reconciliation, and data governance.
  • Experience with Transaction Cost Analysis (TCA) or other financial analytics.
  • Snowflake or AWS certification.
AI-Assisted Development:
  • We encourage engineers to use modern AI-assisted development tools, such as Claude Code to accelerate development, debugging, testing, refactoring, and migration work.
  • Candidates should understand how to use AI effectively while independently validating generated code for correctness, security, performance, and maintainability.

Benefits
Competitive Benefits & Perks We offer a comprehensive benefits package designed to support your well-being, growth, and work-life balance.
  • Health & Financial Security:
    • Medical, Dental, and Vision insurance
    • Flexible Spending Accounts (FSA) & Health Savings Accounts (HSA)
    • 401(k) retirement plan
    • Pre-tax transit and parking benefits
  • Time Off & Flexibility:
    • Enjoy the best of both worlds: the energy and collaboration of in-person work, combined with the convenience and focus of remote days. This is a hybrid position requiring three days of in-office collaboration per week, with the flexibility to work remotely for the remaining two days. Our hybrid model is designed to balance individual flexibility with the benefits of in-person collaboration, enhanced team cohesion, spontaneous innovation, hands-on mentorship opportunities and strengthens our company culture.
    • 22 days of Paid Time Off (PTO) per year, with the option to roll over unused days.
    • One dedicated day per year for volunteering.
    • Two professional development days per year to allow uninterrupted professional development.
    • An additional PTO day added during milestone anniversary years.
    • Robust paid holiday schedule with early dismissal.
    • Generous parental leave for all parents (including adoptive parents).
  • Work-Life Support & Resources:
    • Budget for tech accessories, including monitors, headphones, keyboards, and other office equipment.
    • Backup child and pet care, as well as tutoring services.
    • Milestone anniversary bonuses.
  • Wellness & Lifestyle Perks:
    • Stipend and subsidy contributions toward personally-owned cell phones
    • Contributions for gym memberships and health/wellness initiatives.
    • Discounted healthcare premiums.
    • Healthy meal delivery program subsidies.
Trading Technologies (www.tradingtechnologies.com) is a global capital markets platform services company providing market-leading technology for the end-to-end trading operations of Tier 1 banks, brokerages, money managers, hedge funds, proprietary traders, Commodity Trading Advisors (CTAs), commercial hedgers, and risk managers. With its roots in listed derivatives, the Software-as-a-Service (SaaS) company delivers “multi-X” solutions, with “X” representing asset classes, functions, workflows, and geographies. This multi-X approach features trade execution services across futures and options, fixed income, foreign exchange (FX), and cryptocurrencies, augmented by solutions for data and analytics, including transaction cost analysis (TCA); quantitative trading; compliance and trade surveillance; clearing and post-trade allocation; and infrastructure services. The award-winning TT platform ecosystem also helps exchanges deliver innovative solutions to their market participants and technology companies to distribute their complementary offerings to Trading Technologies’ clients.

Trading Technologies is backed by leading global investment firms Thoma Bravo, one of the world’s largest and most experienced software investors, and 7Ridge, a global growth equity firm focused on technology-enabled businesses.
This investment supports Trading Technologies’ continued focus on product innovation, platform scalability, and long-term growth for customers and partners worldwide.

Trading Technologies (TT) is an equal-opportunity employer. Equal employment has been, and continues to be, a required practice at the Company. Trading Technologies’ practice of equal employment opportunity is to recruit, hire, train, promote, and base all employment decisions on ability rather than race, color, religion, national origin, sex/gender orientation, age, disability, sexual orientation, genetic information, parental status, veteran,  or any other protected status. Additionally, TT participates in the E-Verify Program for US offices.

About
Trading Technologies is a Software-as-a-Service (SaaS) technology platform provider to the global capital markets industry. The company’s award-winning TT® platform connects to the world’s major international exchanges and liquidity venues in listed derivatives alongside a growing number of asset classes, including fixed income and cryptocurrencies. The TT platform delivers advanced tools for trade execution and order management, market data solutions, analytics, trade surveillance, risk management, and infrastructure services to the world’s leading sell-side institutions, buy-side firms, and exchanges. The company’s blue-chip client base includes Tier 1 banks as well as brokers, money managers, hedge funds, proprietary traders, Commodity Trading Advisors (CTAs), commercial hedgers, and risk managers. These firms rely on the TT ecosystem to manage their end-to-end trading operations. In addition, exchanges utilize TT’s technology to deliver innovative solutions to their market participants. TT also strategically partners with technology companies to make their complementary offerings available to Trading Technologies’ global client base through the TT ecosystem.

Skills Required

  • 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 knowledge of equities, futures, options, foreign exchange, and fixed income market data
  • Hands-on C# development experience building or maintaining feed handlers, market data applications, or real-time data processing systems
  • Strong hands-on SQL development experience
  • Strong Microsoft SQL Server experience, including complex queries, stored procedures, performance tuning, and troubleshooting
  • Hands-on experience with Snowflake and AWS cloud services
  • Experience integrating external market data feeds, preferably ICE, Refinitiv/LSEG, or comparable vendors
  • Understanding of reference data, instrument identifiers, symbology, exchange and venue mappings, end-of-day pricing, and intraday pricing
  • Strong debugging, analytical, and problem-solving skills
  • 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, 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
  • Snowflake or AWS certification
  • Understanding of effective use and independent validation of AI-assisted development tools

Trading Technologies Compensation & Benefits Highlights

The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Trading Technologies and has not been reviewed or approved by Trading Technologies.

  • Healthcare Strength — Health coverage is described as competitive, with multiple plan options, discounted premiums, and wellness initiatives such as gym subsidies and healthy meal programs.
  • Leave & Time Off Breadth — Paid time off is portrayed as generous, combining substantial PTO, paid holidays, flexible schedules, and added allowances like training days and volunteer time.
  • Parental & Family Support — Family supports include generous parental leave for primary caregivers, backup care for children, adults, and pets, adoption assistance, and dedicated spaces for new mothers.

Trading Technologies Insights

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The Company
HQ: Chicago, IL
310 Employees
Year Founded: 1994

What We Do

Trading Technologies creates professional trading software, infrastructure and data solutions for a wide variety of users. Be aware of fraudulent job postings: It has come to our attention that individuals pretending to represent Trading Technologies are posting fake job ads on LinkedIn and possibly other job boards. These individuals conduct candidate interviews via Skype and extend offers, likely with the intent to collect personal information such as banking information, social security number or date of birth. They use a Gmail email address that is not affiliated with Trading Technologies. Only emails using a tradingtechnologies.com or trade.tt email address are authentic. Although we use third party recruiting agencies on a case-by-case basis, all candidates speak with a staff member who has a valid company email address before any offers are extended or personal information collected. Our open positions are posted on BuiltIn and on the Careers page of our website.

Why Work With Us

Cited by Crain's and Built In Chicago as one of Chicago’s best places to work, Trading Technologies is a pioneering financial technology firm that constantly pushes boundaries in the trading industry. TT is a highly collaborative and culture-first organization that fosters an environment of creativity and camaraderie to achieve results.

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