Low Latency Market Data Engineer - 75-95K+

Low Latency Market Data Engineer (NYSE/Wombat/RMDS) - 75-95K+ Bonus

A global tier 1 investment bank is looking to hire a senior Enterprise Low Latency Market Data Engineer to join their technical team that support, optimise and proactively enhance business critical market data distribution platforms for the bank. The engineer will also have the opportunity to support the High Frequency Trading technology and business teams, with a virtual team of co-location support experts.

The market data engineer will be an SME for low latency market data and be capable of thinking creatively and producing solutions in a challenging high availability environment. The successful candidate will be a key player in implementing new and updated enterprise market data solutions and will take ownership of both internal and external exchange related relationships.

Ideal skill set:
* Extensive experience handling and supporting exchange specific data feeds and trading connectivity - BATS/Chi-X/LSE/EURO/XETRA/TURQUOISE/LIFFE etc.
* Subject Matter Expertise in NYSE Technologies (Wombat) market data platform and/or Thomson Reuters RMDS
* Experience working in a challenging Low Latency / co lo Financial Environment - including familiarity with latency measurement and performance monitoring tools
* Strong Linux and Networking knowledge and associated Hardware 10G, Cisco etc
* Automation / Scripting Ability: eg Perl/C++
* Middleware: Informatica/29West LBM, Wombat Middleware/Data Fabric