Market Data Engineer - High Freq. Trading - Sydney | Sydney, Au | Hybrid

Market Data Engineer - High Freq. Trading - SydneyBe responsible for the acquisition, verification, and optimization of real-time market data for a leading prop-trading firm.
Design, build & enhance high-performance computing, market data pipelines.'Technology First' environment & culture. Competitive salary + bonus.Company
Our client is a leading, global trading firm with a commitment to world class technology and innovation and therefore have need of the best possible talent. They operate across a range of markets globally through a range of products – from derivatives through to physicals. They offer exceptionally unique employment arrangements and have attracted some of the best technologists from other trading firms locally and across the globe.
Team
This team of elite engineers and analysts work with traders, back-office teams, infrastructure/technology specialists, and software developers to deliver market data and analytics curated for mission-critical business initiatives. This data is used firm-wide to generate revenue and monetize the firm's ongoing technology investment.
Requirements: 4+ years market data experience within a buy/sell side firm.Experience building/maintaining high-performance computing (HPC) pipelines.An understanding of the Linux OS and filesystems, incl. network & system configuration, kernel internals, scheduling, performance tuning.An understanding of networking concepts: routing, multicast, LLDP, ethernet.Polished communication and interpersonal skills along with a can-do attitude.Bachelor's, master's or PhD level degree in computer science or mathematics.A history of good tenure in your career history (e.g., 4+ years average).Industry experience: banking, financial markets, proprietary / high frequency trading.
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