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  "job_title": "Lead Market Data Engineer – Systematic Trading Platform",
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  "job_country": "GB",
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  "employer_name": "Tempest Vane Partners",
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  "job_posted_at": "29 days ago",
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  "job_description": "The Client\n\nOur client is a globally recognised, top-tier quantitative investment firm operating a large-scale, multi-asset systematic trading platform. Data is central to their investment process and treated as a performance driver rather than a support function.\n\nThey are seeking a Lead Market Data Engineer within Systematic Data who is embedded in (or has very recently been embedded in) a market data team at a leading quant hedge fund or proprietary trading firm. This is not a narrowly scoped “data quality” remit. Instead, it is a broad, high-impact platform role where data quality is one dimension of a much wider system-building mandate.\n\nThe successful individual will be comfortable operating in close partnership with PMs and quantitative researchers, working through iterative problem-solving cycles to strengthen data foundations that directly influence alpha and execution.\n\nWhat You’ll Get\n• A pivotal role inside a world-class systematic trading environment\n• Direct collaboration with Portfolio Managers and Quant Researchers\n• Ownership and influence over the core market data infrastructure\n• The ability to shape scalable platforms used across research and live trading\n• Highly competitive compensation with strong long-term upside\n• Exposure to global market structure complexity across multiple asset classes\n• A performance-driven, intellectually rigorous culture\n\nWhat You’ll Do\n• Design and evolve robust market data architecture spanning historical research datasets and real-time trading feeds\n• Build and enhance scalable ingestion, normalisation, and distribution frameworks\n• Strengthen data reliability, consistency, and performance across systematic workflows\n• Work directly with PMs and quants to identify gaps, resolve anomalies, and improve dataset usability\n• Integrate and evaluate new exchange feeds, vendor sources, and alternative datasets\n• Address production data challenges impacting live trading in time-sensitive environments\n• Contribute to the long-term strategic direction of the firm’s data platform\n\nWhat You’ll Need\n• Extensive experience (typically 10+ years) in market data engineering within a leading quant fund or prop trading firm\n• Current or recent tenure on a dedicated market data team at a tier-one systematic shop\n• Strong instinct for market data behaviour across asset classes, understanding where issues arise and how they affect research and trading\n• Experience supporting both deep historical data environments and low-latency real-time systems\n• A track record of partnering closely with PMs and quantitative stakeholders\n• Proven ability to build and scale distributed data systems\n• Strong programming capability (Python and/or C++ preferred; stack flexibility)\n• Deep familiarity with exchange protocols, vendor feeds, and global market structure\n• Clear communication style and the ability to operate effectively in high-performance settings\n\nIf you are currently part of a leading market data team at a quant or prop firm and are seeking a broader, more strategic platform mandate, we would be keen to speak confidentially.\n\n📩 Reach out to Tempest Vane Partners via LinkedIn to explore further.",
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  "employer_website": "https://www.tempestvanepartners.com",
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  "job_employment_type": "Full–time",
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  "job_posted_at_timestamp": 1771545600,
  "job_posted_at_datetime_utc": "2026-02-20T00:00:00.000Z"
}