What are the responsibilities and job description for the Market Data Engineer position at Goldman Lloyds?
Market Data Engineer | Leading Hedge Fund | New York | Hybrid
We are working confidentially with a leading hedge fund to identify a Market Data Engineer for a high-impact seat within their market data infrastructure function. This is a rare opportunity to join a greenfield build of a firm-wide market data platform — engineering the core data ingestion, distribution, and quality frameworks that underpin trading, risk, and quantitative research across the firm.
What You'll Be Doing
- Designing and building a greenfield market data platform from the ground up — ingestion, normalisation, distribution, and quality frameworks
- Engineering high-performance, low-latency data pipelines handling real-time and historical market data across asset classes
- Integrating with major market data vendors — Bloomberg, Refinitiv, ICE, and alternative data providers
- Building robust data quality, validation, and entitlement frameworks
- Designing and implementing data storage and retrieval solutions optimised for financial time-series data
- Partnering directly with quant researchers, traders, and risk teams to ensure data meets investment and analytical requirements
- Owning platform reliability, performance, and scalability as the firm's data needs evolve
What We Are Looking For
- Strong engineering fundamentals — C#, Java, or Python at a production level
- You write clean, deliberate code and you know why it matters
- Deep understanding of OOP, design patterns, and system architecture
- Distributed systems experience — consistency, availability, and partition tolerance trade-offs built and handled in practice
- Concurrency, multithreading, and memory management at a systems level
- Experience building high-throughput, low-latency data pipelines in a production financial environment
- Strong SQL and time-series data handling capability
- Direct experience with market data vendors and financial data feeds
- Hedge fund or financial services background strongly preferred
Beneficial
- Experience with kdb /q or high-performance time-series databases
- Messaging framework experience — Kafka, Solace, Aeron, or equivalent
- Familiarity with data entitlements and permissioning frameworks
- Alternative data sourcing and onboarding experience
- Cloud infrastructure experience — AWS or GCP
Location: New York | Hybrid
Compensation: Base Bonus (Advertised is base salary only)
Salary : $180,000 - $250,000