Market Data Engineering Lead

We are looking for a highly skilled Market Data Engineering Lead to take charge of the setup, configuration, and optimisation of our market data platform, supporting the fund’s trading and risk management activities.

Duties and Responsibilities:

• Lead the setup and integration of a market data platform such as KDB+ or OneTick, supporting real-time and historical data needs for trading and risk management

• Design, develop, and operationalise data pipelines for batch, streaming, and event-based processing
• Implement key workflows for data ingestion, bar creation, price snapshots, and end-of-day (EOD) processes, ensuring they meet the fund’s trading and risk requirements

• Utilise time-series databases such as KDB+ and OneTick for data storage and management, while also leveraging cloud technology to optimise data processing and storage solutions

• Collaborate closely with traders, quants, risk and other technology teams to ensure the platform delivers accurate, real-time, and historical data

• Extend the functionality of the platform by developing custom components and APIs using Python, and when necessary, Java or C#, to meet bespoke business requirements

• Lead, mentor, and manage a small team of market data engineers, ensuring adherence to best practices in code quality, documentation, and data management

• Troubleshoot production issues and automate processes to improve team efficiency
• Ensure data quality and integrity by implementing robust validation and error-handling mechanisms across the platform

This role is ideal for a hands-on, adaptable candidate who is eager to lead the implementation and optimisation of market data workflows. You will be responsible for ensuring the platform’s scalability, building bespoke data solutions, and working directly with key stakeholders to deliver real-time, high-quality market data to support the fund’s trading operations as it continues to grow.

This is a unique opportunity to make a significant impact within a high-calibre, multi-strategy trading environment.

Requirements

• Proven 5+ years of experience with managing real-time and historical market data sets in market data platforms such as OneTick or KDB+ in a hands-on capacity, including platform setup, optimisation, and customisation
• Experience managing real-time market data pipelines and handling complex market data workflows (e.g., bar production, snapshots, EOD processes
• Strong skills in Python for building, customising, and maintaining market data workflows; experience with libraries and frameworks for data processing is essential
• Knowledge and experience working with Java or C# for building custom solutions that integrate with market data systems is desirable
• Experience building data quality processes, including implementing data validation and quality controls across data workflows
• In-depth understanding of financial instruments and market structures, with the ability to manage and analyse large datasets, ensuring data integrity and quality across complex metadata
• Strong knowledge of data governance practices, ensuring consistent data quality, integrity, and compliance with regulatory requirements
• Familiarity with a wide range of market data vendors and services (including Bloomberg, LSEG, Factset), with the ability to assess how data may have been modelled and adapt accordingly for practical use
• Ability to collaborate with cross business teams to accomplish common goals whilst demonstrating excellent communication skills

• Experience leading and developing junior engineers, ensuring team growth and adherence to best practices

Education and Qualifications:

• Bachelor’s degree in Computer Science, Engineering, Finance, or a related field (Required
• Certifications (Preferred): FISD – Financial Information Associate, Financial Information Technologist

Benefits

Capula is committed to helping all employees flourish in their roles by supporting your professional development and offering exposure to challenges that you may not encounter in a larger organisation.
We will provide:

• A competitive salary and bonus scheme with annual reviews
• 25 days’ paid annual leave
• Excellent staff development and training opportunities
• Free breakfast, lunch, and dinner in our employee restaurant
• Medical insurance and other benefits