Market Data Engineer

Goldman Lloyds

Full-timePublished Jul 19, 2026

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About the role

Market Data Engineer | Leading Hedge Fund | New York | Hybrid


We are working confidentially with a leading hedge fund to identify a Market Data Engineer for a high-impact seat within their market data infrastructure function. This is a rare opportunity to join a greenfield build of a firm-wide market data platform — engineering the core data ingestion, distribution, and quality frameworks that underpin trading, risk, and quantitative research across the firm.


What You'll Be Doing

  • Designing and building a greenfield market data platform from the ground up — ingestion, normalisation, distribution, and quality frameworks
  • Engineering high-performance, low-latency data pipelines handling real-time and historical market data across asset classes
  • Integrating with major market data vendors — Bloomberg, Refinitiv, ICE, and alternative data providers
  • Building robust data quality, validation, and entitlement frameworks
  • Designing and implementing data storage and retrieval solutions optimised for financial time-series data
  • Partnering directly with quant researchers, traders, and risk teams to ensure data meets investment and analytical requirements
  • Owning platform reliability, performance, and scalability as the firm's data needs evolve


What We Are Looking For

  • Strong engineering fundamentals — C#, Java, or Python at a production level
  • You write clean, deliberate code and you know why it matters
  • Deep understanding of OOP, design patterns, and system architecture
  • Distributed systems experience — consistency, availability, and partition tolerance trade-offs built and handled in practice
  • Concurrency, multithreading, and memory management at a systems level
  • Experience building high-throughput, low-latency data pipelines in a production financial environment
  • Strong SQL and time-series data handling capability
  • Direct experience with market data vendors and financial data feeds
  • Hedge fund or financial services background strongly preferred


Beneficial

  • Experience with kdb+/q or high-performance time-series databases
  • Messaging framework experience — Kafka, Solace, Aeron, or equivalent
  • Familiarity with data entitlements and permissioning frameworks
  • Alternative data sourcing and onboarding experience
  • Cloud infrastructure experience — AWS or GCP


Location: New York | Hybrid

Compensation: Base + Bonus (Advertised is base salary only)

Description sourced from the public LinkedIn listing — this role isn't indexed from the company's career page yet.

Skills

  • Python
  • Java
  • SQL
  • Kafka
  • AWS
  • GCP
  • REST
  • BigQuery
  • Spark

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