DeepFin Research is seeking a skilled Data Engineer with experience handling large-scale datasets in high-performance environments. You must have a background in working within a HFT or systematic trading environment with extensive experience of exchange traded derivatives, and be comfortable working with complex, high-throughput data pipelines.
Key Responsibilities: • Design, build, and maintain scalable data pipelines for market data ingestion, storage, and retrieval • Work with PCAP files, Level 3 (L3) order book data, and other low-latency trading data formats • Optimise storage solutions and data access for use in research, backtesting, and live trading systems • Collaborate with researchers and developers to support model development and deployment
Requirements: • Strong Python and/or C++ skills • Proven experience with large datasets and time-series data • Familiarity with HFT infrastructure, network capture formats (PCAP), and exchange protocols • Experience with cloud storage, distributed computing, and efficient data access patterns • Remote but candidates must be based in Based in the UK, Jersey (Channel Islands), or Turkey.