Market Data Engineer (Domain Trading Expertise Required)

BHFT is a proprietary algorithmic trading firm. Our team manages the full trading cycle, from software development to creating and coding strategies and algorithms. Our trading operations cover key exchanges. The firm trades across a broad range of asset classes, including equities, equity derivatives, options, commodity futures, rates futures, etc. We employ a diverse and growing array of algorithmic trading strategies, utilizing both High- and Medium-Frequency Trading approaches. We’re a team of 200+ professionals, with a strong emphasis on technology—70% are technical specialists in development, infrastructure, testing, and analytics spheres. The remaining part of the team supports our business operations, such as Risks, Compliance, Legal, Operations and more. With a strong focus on innovation and performance, BHFT is actively expanding its presence in traditional financial markets. We value a results-driven culture, emphasizing collaboration, transparency, and constant improvement, all while offering the flexibility of remote work and a globally distributed team. The Data Engineering team is responsible for designing, building, and maintaining the Market Data Platform — a lakehouse infrastructure spanning the full path from raw exchange feeds to reliable, petabyte-scale data for research, backtesting, and real-time trading. Key Responsibilities Capture & Ingestion. Own the full capture path from wire to lake: decode and normalize raw exchange feeds (pcap, multicast UDP / ITCH / FIX) and vendor sources (OneTick, Refinitiv, Bloomberg, ICE) into a unified canonical model with nanosecond timestamps. Build batch + stream pipelines (Airflow, Spark, dbt) for tick and reference data. Own L2/L3 order-book reconstruction with gap handling. Provide Python and Rust producer SDKs for internal feed handlers. Storage & Modeling — Apache Iceberg. Own the Iceberg-over-S3 lakehouse: design partitioning, sort orders, and row-group layout for fast scans; manage schema evolution, sn