Senior Engineer - Market Data

Overview

The Market Data Platform team is responsible for the data feeds that drive research and trading processes across Man Group. Tick data is our primary source of intraday market data, and we efficiently capture and store around 5bn ticks every day from a range of L1 feeds. We rely on a mix of external vendor products for other sources of market and reference data. From these sources we create pipelines that post-process data for investment use and build tooling and applications to manage the lifecycle of raw and derived data.

 

Man Group is investing heavily in faster trading strategies and algos that require access to lower latency and higher quality sources of tick data. The Market Data Platform team is a crucial part of this initiative, ensuring we have the technical capability to capture, store, manage and deliver that data, at petabyte scale.

 

The Role

We are looking for an experienced engineer to join the Market Data Platform team. It is an exciting time to join the team as we extend our tick data capabilities as well as ensuring our existing sources of market data are reliable and that the technology underpinning those is fit for purpose. Your challenges in the role will be varied and might include:

• Working with real-time tick and historical data vendors and their technologies to ingest and distribute data at Man Group
• Contributing to the design of a low latency, high throughput tick data platform
• Generating high quality, intraday price datasets across multiple liquid asset classes
• Building tools for visualisation and management of datasets at terabyte scale
• Continually improving the reference data systems in use by systematic strategies
• Optimising the use of open-source technologies such as Kafka, ArcticDB and MongoDB

 

Our Technology

Our systems run on Linux and most of our code is in Java & Python3, using the full scientific stack: e.g. numpy, scipy, pandas, scikit-learn. We implement the systems that require the highest data throughput in Java.

 

We use RMDS/TREP and Kafka for data pipelines, ArcticDB and MongoDB for storage, Bitbucket for source control, Jenkins for continuous integration, Prometheus + Grafana for metrics collection, ELK for log shipping and monitoring, Docker for containerisation, Kubernetes for container orchestration, Airflow for scheduling, OpenStack for our private cloud, Ansible for architecture automation, and Slack for internal communication. Our technology list is never static: we constantly evaluate new tools and libraries.

 

Technology and Business Skills

Essential

• Very strong technology skills
• A proponent of collaborative software engineering techniques and methods: agile development, continuous integration, code review, unit testing, refactoring and related approaches
• Proficient in Java
• Proficient on Linux platforms
• Good knowledge of one or more relevant database technologies e.g. Oracle, MongoDB
• Familiarity with a variety of programming styles (e.g. OO, functional)

Advantageous

• An understanding of financial markets and instruments
• Prior experience of working with financial market data, particularly tick data
• A knowledge of modern practices for data engineering and stream processing
• Prior commercial experience working with Java
• Proponent of automation and observability when building applications
• Proficient with a range of open-source frameworks and development tools e.g. NumPy /Pandas, Spark, Apache Kafka
• Experience of web-based development using modern frameworks.
• Relevant mathematical knowledge e.g. statistics, time-series analysis

Personal Attributes

• Strong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or Physics
• Intellectually robust with a keenly analytic approach to problem solving
• Self-organised and focused on delivering value to the business with relentless efforts to improve process
• Strong interpersonal skills: able to establish and maintain a close working relationship with quantitative researchers, traders and software engineering colleagues
• Confident communicator: able to argue a point concisely and deal positively with conflicting views

 

Benefits

• Central location in the business district (overlooking the St. Alexander Nevsky Cathedral) with easy access to transport and amenities.
• Hybrid working model
• Competitive compensation package
• 25 days holiday allowance
• Premium Health insurance
• Employee Assistance program
• Referral Bonus
• Additional days off for long service and volunteering
• Multisport card
• Opportunities for professional development including internal tech talks
• Conference attendance, and engagement with the open-source community.

 

Our Culture, Values and Benefits at Man

Man Group is proud to provide the best working environment possible for all of its employees, and we are committed to equal opportunities. At Man Group we believe that a diverse workforce is a critical factor in the success of our business and this is embedded in our culture and values. There are a number of external and internal initiatives, partnerships and programmes that help us to attract and develop talent from diverse backgrounds and that encourage inclusion and diversity across our firm and the industry. Man Group is a Signatory of the Women in Finance Charter and the Race at Work Charter.

Man Group supports many charities, and global initiatives. We support professional training and development, and requests for flexible or part-time working. Employees are also offered two 'Mankind' days of paid leave per year as part of the Man Charitable Trust's community volunteering programme.

We offer comprehensive, firm-wide employee benefits including competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave.  Additional benefits are tailored to local markets and may include private medical coverage, discounted gym membership and wellbeing programmes.

Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact Peopleoperations@man.com.

 

 

Man Group is a global, technology-empowered active investment management firm focused on delivering alpha and portfolio solutions for clients. Headquartered in London, we manage $174.9 billion* and operate across multiple offices globally.

We invest across a diverse range of strategies and asset classes, with a mix of long only and alternative strategies run on a discretionary and quantitative basis, across liquid and private markets. Our investment teams work within Man Group’s single operating platform, enabling them to invest with a high degree of empowerment while benefiting from the collaboration, strength and resources of the entire firm. Our platform is underpinned by advanced technology, supporting our investment teams at every stage of their process, including alpha generation, portfolio management, trade execution and risk management.

Our clients and the millions of retirees and savers they represent are at the heart of everything we do. We form deep and long-lasting relationships and create tailored solutions to help meet their unique needs.

We are committed to creating a diverse and inclusive workplace where difference is celebrated and everyone has an equal opportunity to thrive, as well as giving back and contributing positively to our communities. For more information about Man Group’s global charitable efforts, and our diversity and inclusion initiatives, please visit: https://www.man.com/corporate-responsibility

Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com

* As at 30 September 2024. All investment management and advisory services are offered through the investment engines of Man AHL, Man Numeric, Man Discretionary, Man FRM, Man Varagon, Man Global Private Markets and Man Solutions.