Market Data Developer

At BMLL we process financial data in a process we call parsing. We continually add new financial datasets to our platform whilst upgrading and improving existing ones. Parsing occurs in well defined data pipelines built using a distributed architecture. The engineering of the pipeline is as important as the data transformation process, and we are constantly working to improve its performance and reliability. We curate the data to ensure the highest quality of delivery to our customers. Every day we consume over 1TB of new data across 750,000 securities to deliver into our platform, our dashboard products and data services. These are accessed by our customers who are dependent on our services for their own workflows. The majority of our data processing code is written in C++, and Python is used extensively in orchestrating workflows and managing reference data. We are looking for a C++ Developer to build and maintain data parsers that ingest and process market data and reference data, improve processes and reliability for managing these large datasets using the latest AWS technologies, and become an expert in understanding the data and the way we curate and process it. This is an opportunity to join a cutting-edge FinTech company with the potential to grow your technical, finance and cloud- & data-engineering skills.

Responsibilities

• Owning the full scope of assigned development projects such as data parsers, including liaising with the business to gather requirements, designing the solution with the team, and building and delivering completed functionality to production
• Delivering new data parsers and other data generation processes, primarily in C++
• Understanding the data, how it reaches BMLL, how we process it and deliver it to customers
• Communicating with technical teams both within BMLL and sometimes at data providers such as financial exchanges
• Some second-line support of the daily parsing processes and the data, shared amongst the team on a rotational basis.

• Experience of working with large-scale financial data, ideally market data direct from exchanges
• Industry experience of writing production-level C++ and delivering functioning, well-tested systems.
• Industry experience of developing on a Linux platform
• Industry experience of Python
• Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration, ideally with cmake, git and Github Actions.
• Ability to self-organise and deliver a project over a period of up to a few months
• Strong problem solving skills
• Strong communication skills
• Computer science or other STEM degree