Director of Market Data Technology

We are seeking a Senior Market Data Manager with expertise in low-latency feed ingestion, data distribution, and tick database management across multiple asset classes (Equities, FX, and Fixed Income). The role will involve building, maintaining, and optimizing market data infrastructure that supports both latency-sensitive trading applications and enterprise distribution

The ideal candidate will have experience working with commercial feed handlers (e.g., Redline, FPGA-based vendors), custom protocol implementations, and data persistence solutions such as KDB. This role requires strong systems-level knowledge, low-latency engineering skills, and the ability to partner closely with trading, application development, and infrastructure teams.

Key Responsibilities

Feed Ingestion

• Equities: Maintain and optimize ingestion of equity market data using Redline InRush.
• FX: Implement and support FPGA-based vendor feed ingestion solutions.
• Fixed Income: Develop and maintain custom feed handlers (FIX, AMPS). Assist with future integration of vendor feeds (e.g., Bloomberg BPIPE, Active).

Low-Latency Distribution to Trading Applications

• Equities: Maintain Redline Client API integration, ensuring stability and performance for latency-sensitive apps.
• FX: Design and build custom multicast consumers for FPGA-sourced data.
• Fixed Income: Support and enhance existing proprietary multicast distribution code.

Enterprise/Desktop Distribution

• Standardize and extend distribution of all asset classes via the AMPS backbone, publishing normalized JSON data for desktop and analytic applications.

Tick Database & Historical Data

• Equities: Lead migration from custom TickDB to KDB.
• FX & Fixed Income: Design and implement data persistence strategy in KDB for historical and real-time analysis.
• Define data schemas, optimize query performance, and integrate with downstream analytics systems.

Qualifications

• 5+ years of experience in low-latency market data engineering.
• Strong programming skills in C++ and/or Java; scripting experience in Python or Shell.
• Hands-on experience with Redline InRush or equivalent low-latency feed handlers.
• Familiarity with FPGA-based data distribution solutions.
• Deep understanding of multicast networking protocols and message bus technologies (e.g., AMPS, Kafka, Solace).
• Experience with tick database technologies (KDB required; prior TickDB or similar a plus).
• Strong knowledge of market data protocols (e.g., FIX, FAST, ITCH/OUCH).
• Expertise in debugging performance issues in Linux low-latency environments.

Nice to Have

• Exposure to Bloomberg BPIPE, Refinitiv Elektron, or Activ feeds.
• Familiarity with FPGA toolchains or low-level hardware/software integration.
• Prior work in equities, FX, and fixed income trading systems.
• Knowledge of real-time monitoring, observability, and telemetry solutions for market data distribution.