Overview

The 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.

We 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.

 

The Role

The responsibilities you can expect in this role are:

• Working with real-time tick and historical data vendors and their technologies to ingest and distribute data at Man Group
• Contributing to the design of a low latency, high throughput tick data platform
• Generating high quality, intraday price datasets across multiple liquid asset classes
• Building tools for visualisation and management of datasets at terabyte scale
• Continually improving the reference data systems in use by systematic strategies
• Optimising the use of open-source technologies.

 

Our Technology

Our estate runs on Ubuntu. Most our software is written in Python 3, but Java is used if we have real-time performance in mind. We generally use Refinitiv TREP/RMDS and Kafka for our streaming data pipelines, and store in ArcticDB and MongoDB for historical querying. Airflow 2 is used for our batched data pipelines.

 

Technology Skills

Essential

• Very strong technology skills
• A proponent of collaborative software engineering techniques and methods: agile development, continuous integration, code review, unit testing, refactoring and related approaches
• Proficient in Java
• Proficient on Linux platforms
• Good knowledge of one or more relevant database technologies e.g. Oracle, MongoDB
• Familiarity with a variety of programming styles (e.g. OO, functional)

Advantageous

• An understanding of financial markets and instruments
• Prior experience of working with financial market data, particularly tick data
• A knowledge of modern practices for data engineering and stream processing
• Prior commercial experience working with Java
• Proponent of automation and observability when building applications
• Proficient with a range of open-source frameworks and development tools e.g. NumPy /Pandas, Spark, Apache Kafka
• Experience of web-based development using modern frameworks.
• Relevant mathematical knowledge e.g. statistics, time-series analysis

Personal Attributes

• Strong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or Physics
• Intellectually robust with a keenly analytic approach to problem solving
• Self-organised and focused on delivering value to the business with relentless efforts to improve process
• Strong interpersonal skills: able to establish and maintain a close working relationship with quantitative researchers, traders and software engineering colleagues
• Confident communicator: able to argue a point concisely and deal positively with conflicting views