A boutique multi-strategy investment firm is building a next-generation real-time data platform to support systematic and discretionary trading across multiple asset classes. They are hiring a VP-level Market Data Engineer to take ownership of high-performance data ingestion and live feed architecture.

This is a hands-on technical leadership role for someone who enjoys working close to the data, at scale, in a low-latency environment.

You will lead the engineering of real-time market data feeds, ingesting millions of messages per second and handling terabytes to petabytes of data from live sources.

This platform underpins trading, analytics and research with a strong focus on low-latency, high-throughput and resilience.

You'll work closely with trading, quant and platform teams to design and evolve a highly optimised market data stack.

Areas Of Focus:

1. Real-time market data ingestion and processing at scale.
2. Low-latency Java systems (event-driven, high-throughput).
3. Bloomberg, TREP, Refinitiv etc feed integration.
4. Direct venue connectivity and market data normalisation.
5. Handling TB-PB scale datasets from continuous live feeds.
6. Data quality, sequencing, recovery and resiliency in real-time systems.

What They're Looking For:

1. Strong hands-on background in Java building low-latency, high performance systems.
2. Experience in hedge fund, prop trading, or investment banking environments.
3. Deep expertise with market data feeds (Bloomberg, TREP, direct exchange feeds).
4. Proven experience processing millions of events per second in real time.
5. Solid understanding of data ingestion pipelines, streaming architectures, and fault tolerance.
6. Technical ownership, architecture and mentoring.

Nice To Have:

1. KDB / Time Series Database
2. Python
3. Cloud/hybrid infrastructure exposure.