Job offer

Senior Python Engineer - Market Data

Man Group is looking for an experienced Senior Python Engineer to join the Market Data Platform team to work on the development of a new high performance tick data platform and optimization of data processing systems. The role will involve working with large data sets, developing tools and applications and collaborating with various teams.

Job description: Senior Python Engineer - Market Data

Overview

The Market Data Platform team is responsible for the data feeds that drive research and trading processes at Man Group. We collect and store around 5 terabytes of data from 1,300 feeds every day.

The role

  • Work with real-time tick and historical data providers and their technologies to capture and distribute data at scale
  • Contribution to the design of a new, low-latency, high-performance tick data platform
  • Creation of high-quality, intraday price data sets across multiple asset classes
  • Development of tools for the evaluation and management of data sets on a terabyte scale
  • Continuous improvement of the reference data systems used by systematic strategies
  • Optimization of the use of open source technologies

Technology

Our environment runs on Ubuntu. Most of our software is written in Python 3, but Java is used when real-time performance is required. We use RedHat RHEL7/RHEL8 and Kafka for our streaming data pipelines and store data in Actix/C++ and MongoDB for historical data. Arrow 2.0 is used for our batch-based data pipelines.

Technology knowledge

Required

  • Very good knowledge of technology
  • Tendency towards collaborative software engineering techniques and methods; agile development, continuous integration/continuous deployment; refactoring and related approaches
  • Experience with Linux platforms

Desirable

  • Knowledge of one or more relevant databases, e.g. Oracle, MongoDB
  • Knowledge of container orchestration
  • Commercial experience with Zero
  • Experience with data processing and data recording applications
  • Experience with a range of open source frameworks and development tools, e.g. NumPy/Pandas, Spark, Apache Kafka
  • Experience with data-driven development using modern frameworks
  • Relevant mathematical knowledge, e.g. statistics, time series analysis

Personal characteristics

  • Strong academic background and a degree with high mathematical and computational content, e.g. computer science, mathematics, engineering or similar
  • Intellectually robust with a strong analytical approach to problem solving
  • Self-organized and focused on delivering value to the team
  • Strong interpersonal skills, able to build a close working relationship with quantitative researchers, traders and software engineers
  • Confident communicator, able to address high-level audiences and deal positively with conflicting opinions

Benefits

  • Central location in the business district (overlooking St. Alexander Nevsky Cathedral) with easy access to transportation and facilities
  • Hybrid working environment
  • Competitive remuneration package
  • 22 days vacation pay
  • Private health insurance
  • Employee Assistance Program
  • Mental health
  • Additional days off for long service and volunteering
  • Opportunity for professional development, including internal tech talks
  • Conference participation and involvement in the open source community

Job details

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