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Market Data Engineer

You build the pipelines that capture market data and align it on one clock. You rebuild order books from on-chain venues, normalize trade and quote history for U.S. stocks and futures, and check every feed for gaps and timestamp errors, so research built on the data can be trusted.

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Team: Markets and finance, Kind: Full-time, Location: Remote, United States, Pay: $124,000 to $201,000 a year

Duties

  • Build collectors that capture book snapshots, book diffs, fills, liquidations and funding from on-chain perpetual futures venues.
  • Rebuild order books from snapshots and diffs so the full book can be read at any point in its history.
  • Check source sequence numbers on every rebuild and write gaps into each instrument's coverage notes.
  • Normalize trade and quote history for U.S. stocks and futures to one symbol map.
  • Place every record on one UTC clock, with the source's own timestamp kept beside the capture time.
  • Document for each source which time each timestamp represents and the expected delay between an event and its record.
  • Build derived tables and custom extracts to client specifications, within the rights of each source.
  • Deliver data by authenticated API, scheduled export or agreed files.
  • Test the pipelines so rebuilding the same inputs gives the same book every time.

What you bring

  • 3+ years in data engineering with market data or other high-volume time series.
  • Strong Python and SQL.
  • Working knowledge of order books, trades and quotes, and how venues report them.
  • Care with timestamps, time zones and clock alignment.
  • Experience with columnar storage for large tables.

Nice to have

  • ClickHouse, kdb+, Parquet or Arrow.
  • Rust, C++ or Go for high-throughput collectors.
  • Feed formats such as ITCH or FIX.
  • Experience with on-chain data or perpetual futures.

Pay and benefits

$124,000 to $201,000 a year

Full-time W-2 employment with health insurance, a retirement plan and paid leave.

No application deadline. We accept applications for this role on an ongoing basis.

Location

Remote, United States

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We review applications as each team grows and contact you when there is a match.

Rillor is an equal opportunity employer. We consider qualified applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, veteran status or any other status protected by law.

If you need an accommodation to apply, email careers@rillor.com.