Senior Engineer - Market Data

Senior Engineer - Market DataApply locations BG Sofia London posted on Posted Today job requisition id JR005691
The TeamThe Market Data Platform team is responsible for the data feeds that drive research and trading processes across Man Group. Tick data is our primary source of intraday market data, and we efficiently capture and store around 5bn ticks every day from a range of L1 feeds. We rely on a mix of external vendor products for other sources of market and reference data. From these sources we create pipelines that post-process data for investment use and build tooling and applications to manage the lifecycle of raw and derived data.
Man Group is investing heavily in faster trading strategies and algos that require access to lower latency and higher quality sources of tick data. The Market Data Platform team is a crucial part of this initiative, ensuring we have the technical capability to capture, store, manage and deliver that data, at petabyte scale.
The RoleWe are looking for an experienced engineer to join the Market Data Platform team. It is an exciting time to join the team as we extend our tick data capabilities as well as ensuring our existing sources of market data are reliable and that the technology underpinning those is fit for purpose. Your challenges in the role will be varied and might include:
Working with real-time tick and historical data vendors and their technologies to ingest and distribute data at Man GroupContributing to the design of a low latency, high throughput tick data platformGenerating high quality, intraday price datasets across multiple liquid asset classesBuilding tools for visualisation and management of datasets at terabyte scaleContinually improving the reference data systems in use by systematic strategiesOptimising the use of open-source technologies such as Kafka, ArcticDB and MongoDBOur TechnologyOur systems run on Linux and most of our code is in Java & Python3, using the full scientific stack: e.g. numpy, scipy, pandas, scikit-learn. We implement the systems that require the highest data throughput in Java.
We use RMDS/TREP and Kafka for data pipelines, ArcticDB and MongoDB for storage, Bitbucket for source control, Jenkins for continuous integration, Prometheus + Grafana for metrics collection, ELK for log shipping and monitoring, Docker for containerisation, Kubernetes for container orchestration, Airflow for scheduling, OpenStack for our private cloud, Ansible for architecture automation, and Slack for internal communication. Our technology list is never static: we constantly evaluate new tools and libraries.
Working HereMan Tech has a small company, no-attitude feel. It is flat structured, open, transparent and collaborative, and you will have plenty of opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader technology community.
We host and sponsor London's PyData and Machine Learning MeetupsWe open-source some of our technology including parts of our Data Platform. See https://github.com/man-groupWe regularly talk at leading industry conferences, and tweet about relevant technology and how we're using it. See @ManQuantTechWe're fortunate enough to have a fantastic open-plan office overlooking the River Thames, and continually strive to make our environment a great place in which to work. We offer flexible working, competitive compensation, a generous holiday allowance, health and other benefits. We are also committed to continuous learning and development via coaching, mentoring, conference attendance and sponsoring academic and professional qualifications.
Technology and Business SkillsWe strive to hire the brightest most highly skilled and passionate technologists.
Essential Very strong technology skillsA proponent of collaborative software engineering techniques and methods: agile development, continuous integration, code review, unit testing, refactoring and related approachesProficient in JavaProficient on Linux platformsGood knowledge of one or more relevant database technologies e.g. Oracle, MongoDBFamiliarity with a variety of programming styles (e.g. OO, functional)Advantageous An understanding of financial markets and instrumentsPrior experience of working with financial market data, particularly tick dataA knowledge of modern practices for data engineering and stream processingPrior commercial experience working with JavaProponent of automation and observability when building applicationsProficient with a range of open-source frameworks and development tools e.g. NumPy /Pandas, Spark, Apache KafkaExperience of web-based development using modern frameworks.Relevant mathematical knowledge e.g. statistics, time-series analysisPersonal AttributesStrong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or PhysicsIntellectually robust with a keenly analytic approach to problem solvingSelf-organised and focused on delivering value to the business with relentless efforts to improve processStrong interpersonal skills: able to establish and maintain a close working relationship with quantitative researchers, traders and software engineering colleaguesConfident communicator: able to argue a point concisely and deal positively with conflicting viewsOur Culture, Values and Benefits at ManMan Group is proud to provide the best working environment possible for all of its employees, and we are committed to equal opportunities. At Man Group we believe that a diverse workforce is a critical factor in the success of our business and this is embedded in our culture and values. There are a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and that encourage inclusion and diversity across our firm and the industry. Man Group is a Signatory of the Women in Finance Charter and the Race at Work Charter.
Man Group supports many charities, and global initiatives. We support professional training and development, and requests for flexible or part-time working. Employees are also offered two 'Mankind' days of paid leave per year as part of the Man Charitable Trust's community volunteering programme.
We offer comprehensive, firm-wide employee benefits including competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Additional benefits are tailored to local markets and may include private medical coverage, discounted gym membership and wellbeing programmes.
Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact ******.

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