ITDS

Python Data Engineer – Market Microstructure Analytics

30k - 50k PLN30 000 - 50 000 PLN/ mies./ mies.UoPUmowa o pracę (brutto)

MidOn-site·WrocławFull-time·Umowa o pracę

#461114·Dodano 26 dni temu·5

Źródło: justjoin.it

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Tech Stack / Keywords

Python Pandas NumPy SQLTime-Series Data ProcessingData Pipeline DevelopmentLinux CI/CDC/C++/Rust

Podsumowanie oferty

You will develop data pipelines, analytical frameworks, and libraries for market microstructure and electronic trading. The role supports execution analysis and trading performance across research initiatives and live production systems, primarily using Python and working with high-resolution trading datasets.

Wymagania

Required:

Minimum of 7+ years of experience in Python development, building libraries, data platforms, or analytical tooling.
Strong expertise working with large-scale, time-series datasets using NumPy, Pandas, and SQL.
Experience processing exchange protocols, order flow, and high-frequency trading data.
Solid knowledge of SQL and analytical databases such as Snowflake, ClickHouse, Redshift, BigQuery, Druid, or Databricks.
Ability to translate complex analytical or trading problems into robust engineering solutions.
Familiarity with Linux environments, software engineering best practices, testing, version control, and CI/CD.
Excellent communication skills for working effectively with technical and non-technical stakeholders.
Fluent English, spoken and written.

Nice to have:

Exposure to low-level programming languages such as C, C++, or Rust.
Understanding of network protocols, packet analysis, or performance optimization techniques.
Previous experience in electronic trading, execution analysis, or market microstructure.

Obowiązki

Data engineering and analytics:

Develop and maintain Python libraries, data pipelines, and tooling to process exchange protocols, order flow, and large-scale trading datasets.
Analyze trading behavior across venues to identify execution inefficiencies, latency issues, and fill performance gaps.
Build analytical frameworks, metrics, and monitoring tools to evaluate execution quality and system performance.
Support live trading systems through data validation, pipeline reliability, and real-time monitoring.
Collaborate with stakeholders to translate analytical insights into actionable improvements in execution strategies.
Work with research and infrastructure teams to advance understanding of market behavior and tools for ongoing development.

Inne informacje

Candidates must have an existing legal right to work in Europe; candidates without valid work authorization are not considered.

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