BMLL

Senior Market Data Developer

20 May 2024
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Deadline date:
£62000 - £130000

Job Description

ABOUT BMLL:

We are a historical data and analytics company, solving some of the most complex and challenging problems in big data and financial markets. We have built an award-winning data analytics platform for processing vast quantities of granular limit order book data and are in the process of productising this platform.

We have a fantastic team and our culture is inclusive and highly collaborative, a place where our employees are encouraged to be themselves.

We give all our employees share options, empowering them to get involved in decision-making and help shape the future of our company as we continue to grow and scale.

We offer a combination of remote and office (London-based) working, weekly team lunches and plenty of office snacks!

About the Role:

At BMLL we process financial data in a process we call parsing. We continually add new financial datasets to our platform whilst upgrading and improving existing ones. Parsing occurs in well defined data pipelines built using a distributed architecture. The engineering of the pipeline is as important as the data transformation process, and we are constantly working to improve its performance and reliability. We curate the data to ensure the highest quality of delivery to our customers. Every day we consume over 250GB of new data across 750,000 securities to deliver into our platform, our dashboard products and data services. These are accessed by our customers who are dependent on our services for their own workflows.

The majority of our data processing code is written in C++, and Python is used extensively in orchestrating workflows and managing reference data.

We are looking for a Senior Developer to build and maintain data parsers that ingest and process market data and reference data, improve processes and reliability for managing these large datasets using the latest AWS technologies, and become an expert in understanding the data and the way we curate and process it.

This is an opportunity to join a cutting-edge FinTech company with the potential to grow your technical, finance and cloud- & data-engineering skills.

Responsibilities

  • Owning the full scope of assigned development projects such as data parsers, including liaising with the business to gather requirements, designing the solution with the team, and building and delivering completed functionality to production
  • Leading team members in projects
  • Delivering new data parsers and other data generation processes, primarily in C++
  • Understanding the data, how it reaches BMLL, how we process it and deliver it to customers
  • Communicating with technical teams both within BMLL and sometimes at data providers such as financial exchanges
  • Some second-line support of the daily parsing processes and the data, shared amongst the team.

Requirements

ESSENTIAL:

  • Demonstrated ability to lead small projects and small teams
  • Experience of working with financial data
  • Industry experience of writing production-level C++ and delivering functioning, well-tested systems.
  • Industry experience of developing on a Linux platform
  • Industry experience of Python
  • Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
  • Ability to self-organise and deliver a project over a period of up to a few months
  • Strong problem solving skills
  • Strong communication skills
  • Computer science or other STEM degree

Benefits

  • Competitive salary
  • 25 days holiday plus bank holidays
  • Share Options after completion of probationary period
  • Pension Scheme
  • Private Medical Insurance
  • Life Insurance
  • Combination of remote and London based office working
  • A yearly Well being Physical Activity budget
  • Continuous earning through training and challenging projects
  • Collaborative culture
  • Weekly team lunches
  • Free Fruit, snacks, and drunks provided throughout the day (When office based)
  • Regular Team Socials
  • Cycle to Work Scheme

We are an inclusive employer and welcome applicants from all backgrounds. We pride ourselves on our commitment to Equality and Diversity and are committed to removing barriers throughout our hiring process – if you have any special requirements or require reasonable adjustments to help you access career opportunities at BMLL, please do let us know [email protected]