DeepFin Research
1 week ago Be among the first 25 applicants
DeepFin Research
is seeking a skilled Data Engineer with proven experience handling large-scale datasets in high-performance trading environments.
You must have a background in HFT or systematic trading and deep expertise in exchange-traded derivatives, with a strong focus on futures markets, alongside extensive experience processing, storing, and analysing Level 3 (L3) futures order book data at scale.
You should be comfortable working with complex, high-throughput data pipelines that support both research and production trading systems.
Key Responsibilities:
Design, build, and maintain scalable data pipelines for market data ingestion, storage, and retrieval. Work extensively with Level 3 (L3) futures order book data, PCAP files, and other low-latency market data formats. Optimise storage solutions and data access patterns for use in research, backtesting, and live trading systems. Implement tooling for efficient L3 order book reconstruction, order flow analytics, and market microstructure research for futures markets. Collaborate with researchers and developers to support model development and deployment in a high-performance trading environment.
Requirements
Requirements:
Strong Python and/or C++ programming skills. Proven experience with large-scale time-series data and high-frequency L3 futures datasets. Familiarity with HFT infrastructure, network capture formats (PCAP), and exchange protocols (e.g., FIX, native binary). Experience with cloud storage, distributed computing frameworks, and optimised data access for sub-millisecond workloads. Remote, but candidates must be based in the New York, UK, Jersey (Channel Islands), or Turkey. Seniority level
Seniority level
Mid-Senior level Employment type
Employment type
Full-time Job function
Job function
Other Industries
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Weehawken, NJ $75,000.00-$130,000.00 3 weeks ago New York, NY $180,000.00-$230,000.00 4 weeks ago Software Engineer, Infrastructure, Early Career
New York, NY $126,000.00-$170,000.00 1 week ago New York, NY $80,000.00-$160,000.00 2 months ago New York, NY $175,000.00-$230,000.00 2 weeks ago New York, NY $101,000.00-$135,000.00 1 week ago New York, NY $120,000.00-$150,000.00 1 month ago New York, NY $155,250.00-$174,273.00 1 month ago Jersey City, NJ $116,000.00-$152,250.00 1 week ago New York, NY $125,000.00-$170,000.00 1 day ago New York, NY $90,000.00-$130,000.00 6 months ago New York, NY $123,000.00-$160,000.00 2 weeks ago New York, NY $120,000.00-$170,000.00 4 months ago New York, NY $90,000.00-$112,000.00 2 weeks ago New York, NY $80,000.00-$100,000.00 2 months ago New York City Metropolitan Area $90,000.00-$130,000.00 1 week ago Manhattan, NY $140,000.00-$160,000.00 2 weeks ago New York, NY $170,000.00-$240,000.00 6 days ago New York, NY $160,000.00-$250,000.00 1 day ago New York, NY $133,920.00-$193,750.00 4 days ago New York, NY $79,310.00-$173,040.00 4 weeks ago New York, NY $180,000.00-$280,000.00 1 week ago New York, NY $130,000.00-$160,000.00 2 weeks ago New York, NY $120,000.00-$250,000.00 1 week ago Manhattan, NY $110,000.00-$160,000.00 2 months ago Were unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI. #J-18808-Ljbffr
is seeking a skilled Data Engineer with proven experience handling large-scale datasets in high-performance trading environments.
You must have a background in HFT or systematic trading and deep expertise in exchange-traded derivatives, with a strong focus on futures markets, alongside extensive experience processing, storing, and analysing Level 3 (L3) futures order book data at scale.
You should be comfortable working with complex, high-throughput data pipelines that support both research and production trading systems.
Key Responsibilities:
Design, build, and maintain scalable data pipelines for market data ingestion, storage, and retrieval. Work extensively with Level 3 (L3) futures order book data, PCAP files, and other low-latency market data formats. Optimise storage solutions and data access patterns for use in research, backtesting, and live trading systems. Implement tooling for efficient L3 order book reconstruction, order flow analytics, and market microstructure research for futures markets. Collaborate with researchers and developers to support model development and deployment in a high-performance trading environment.
Requirements
Requirements:
Strong Python and/or C++ programming skills. Proven experience with large-scale time-series data and high-frequency L3 futures datasets. Familiarity with HFT infrastructure, network capture formats (PCAP), and exchange protocols (e.g., FIX, native binary). Experience with cloud storage, distributed computing frameworks, and optimised data access for sub-millisecond workloads. Remote, but candidates must be based in the New York, UK, Jersey (Channel Islands), or Turkey. Seniority level
Seniority level
Mid-Senior level Employment type
Employment type
Full-time Job function
Job function
Other Industries
IT Services and IT Consulting Referrals increase your chances of interviewing at DeepFin Research by 2x Sign in to set job alerts for Data Engineer roles.
Weehawken, NJ $75,000.00-$130,000.00 3 weeks ago New York, NY $180,000.00-$230,000.00 4 weeks ago Software Engineer, Infrastructure, Early Career
New York, NY $126,000.00-$170,000.00 1 week ago New York, NY $80,000.00-$160,000.00 2 months ago New York, NY $175,000.00-$230,000.00 2 weeks ago New York, NY $101,000.00-$135,000.00 1 week ago New York, NY $120,000.00-$150,000.00 1 month ago New York, NY $155,250.00-$174,273.00 1 month ago Jersey City, NJ $116,000.00-$152,250.00 1 week ago New York, NY $125,000.00-$170,000.00 1 day ago New York, NY $90,000.00-$130,000.00 6 months ago New York, NY $123,000.00-$160,000.00 2 weeks ago New York, NY $120,000.00-$170,000.00 4 months ago New York, NY $90,000.00-$112,000.00 2 weeks ago New York, NY $80,000.00-$100,000.00 2 months ago New York City Metropolitan Area $90,000.00-$130,000.00 1 week ago Manhattan, NY $140,000.00-$160,000.00 2 weeks ago New York, NY $170,000.00-$240,000.00 6 days ago New York, NY $160,000.00-$250,000.00 1 day ago New York, NY $133,920.00-$193,750.00 4 days ago New York, NY $79,310.00-$173,040.00 4 weeks ago New York, NY $180,000.00-$280,000.00 1 week ago New York, NY $130,000.00-$160,000.00 2 weeks ago New York, NY $120,000.00-$250,000.00 1 week ago Manhattan, NY $110,000.00-$160,000.00 2 months ago Were unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI. #J-18808-Ljbffr