What are the responsibilities and job description for the Market Data Engineer position at Edge Search formerly Alpha Search Advisors?
Location: New York and Miami
About the Role
The Market Data team designs and operates the high-performance systems that power our production trading environment. In our business, market data correctness, determinism, throughput, and latency directly impact trading performance and P&L.
As strategy complexity grows across equities, options, futures, and emerging asset classes — and as downstream consumers expand across trading and research — our platform must continuously evolve without compromising performance or stability.
We are seeking a self-driven Senior Market Data Engineer to take end-to-end ownership of core components of our market data stack. This is a high-impact role with direct influence on trading outcomes through the design and delivery of performance-critical infrastructure.
You will work closely with trading, quantitative research, and engineering teams to ensure our market data platform scales with business growth while maintaining the highest standards of resiliency, precision, and speed.
Responsibilities
- Design, implement, and own high-performance market data systems, including feed handlers, order book construction, distribution frameworks, and research-facing tools and services.
- Drive exchange protocol upgrades, venue onboarding, and behavioral changes while preserving strict determinism and latency guarantees.
- Expand market and asset class coverage to support trading growth across equities, futures, options, and adjacent products.
- Continuously improve data quality, completeness, and internal consistency across the platform.
- Optimize systems for throughput, latency, and resiliency under extreme production load.
- Act as a strong production owner, independently driving projects from design through deployment and long-term operational support.
- Partner with trading and quantitative research teams to translate business requirements into robust, performant technical solutions.
- Contribute to architectural direction and raise engineering standards across the team.
Qualifications
- Strong hands-on experience in modern C within performance-critical systems.
- Deep understanding of large-scale, real-time, low-latency systems, including multithreading, memory management, and networking.
- Experience building or maintaining market data feed handlers, order book systems, or exchange connectivity infrastructure.
- Strong debugging and problem-solving skills in complex, real-time production environments.
- Familiarity with exchange protocols (e.g., ITCH, PITCH, iMpact, OUCH, etc.).
- Demonstrated ownership of systems operating in production environments.
- Ability to balance performance, correctness, and maintainability in pragmatic engineering decisions.