Market Data Engineer

At Flowdesk we build the infrastructure powering the next era of global finance—liquidity, OTC, and market systems that connect digital assets to institutions with precision and scale. Market data is the bloodstream of that stack: if feeds stall, parse wrong, or lag, live trading P&L suffers. You will own the systems closest to the tape—feed handlers, parsing pipelines, and distribution—so desks, risk, and strategies see a single, trustworthy view of the market, always on.

Performance Objectives

• Ship and operate production feed handlers that ingest high-throughput exchange data (FIX, WebSocket, proprietary binary) with measurable latency and zero silent data loss.
• Design minimal-copy parsing pipelines that normalize order books, trades, and reference data into a consistent internal model used by OMS, risk, and strategies.
• Cut end-to-end market-data latency through profiling, kernel-aware networking, and protocol-level optimisation; publish benchmarks and hold the line as venues change.
• Stand up new venue connectivity in days, not weeks—sockets, sequencing, gap recovery, and failover that survive disconnects without poisoning downstream state.
• Keep distributed consumers in sync: define freshness SLAs, backfill, and replay so engineering, trading, and ops trust the same clock and book.
• Own production incidents for market data: detect, contain, and post-mortem with concrete code and config changes that prevent recurrence.
• Partner with HFT and trading ops to turn desk pain (stale books, bursty gaps, protocol quirks) into shipped improvements that move P&L.

Environment & Resources

You sit on the technology team that owns execution, connectivity, risk, and market data—the systems that sit closest to the market. You report into engineering leadership alongside the HFT stack, work in English across London, Dubai, and remote institutional peers, and take direct ownership of production. Tools include Rust (async and synchronous), low-level sockets, FIX/WebSocket/custom protocols, and continuous latency measurement. Culture: Take Action & Own the Mission; Innovate and Be Courageous; Integrity.

Essential Qualifications

• Hands-on production experience building feed handlers or equivalent high-throughput market-data ingest—not tutorials, live venues.
• Strong systems programming (Rust preferred; C++ acceptable if you can move to Rust) including sockets, protocol parsing, and latency-aware design.
• Proven work with FIX, WebSocket, and binary/custom market-data formats; fast parsers with few copies.
• Understanding of order-book state, sequencing, gap recovery, and distributing consistent snapshots to many consumers.
• Comfort owning 24/7 production systems that affect trading; you debug under pressure and ship the fix.
• Professional English; curious, autonomous, results-driven in a fast collaborative environment.

Role Selling Points

• Direct line from your code to live trading P&L—no layers of product between you and the market.
• Intersection of TradFi microstructure, crypto venues, and institutional scale—tokenized markets, not a side project.
• Small, high-ownership team: what you build, the firm trades on.
• International English-speaking environment, health coverage, pension, L&D budget, offsites.
• London primary; Dubai open; remote only with 1–2+ years at a recognised institutional trading firm.

Apply. If you have shipped feed handlers that held up in production and you want to own market data for the next era of global finance, take action—send your story and the systems you have built. We assess real technical depth, not trick questions.