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Senior Market Data Developer

Closing date
23 Feb 2021

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Technology & New Media
Contract Type
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Job Details

About BmllWe are a bunch of friendly and talented people working on some really exciting and complex projects. Our culture is inclusive, collaborative where our employees are encouraged to be themselves. We have a flat management structure which empowers our employees to get involved in decision making and shaping the future of our company as we continue to grow and scale.

About The RoleAt BMLL we process financial data in a process we call parsing; we continually add new financial datasets to our platform, as well as upgrading and improving existing ones. Parsing occurs in well-defined data pipelines built using a distributed architecture. The engineering of the pipeline is as important as the data transformation process, and we are constantly working to improve its performance and reliability.

We are looking for a Senior Market Data Developer to build and maintain data parsers, optimise and improve processes and reliability for managing these large datasets using the latest AWS technologies, to become expert in understanding the data and the way we process it, and to help guide more junior team members.

This is an opportunity to join a cutting-edge FinTech company with the potential to grow your leadership, technical, finance and cloud- & data-engineering skills, and help drive improvements in all areas of our data processing environment.

To give an idea of the scale at which we operate, every day we consume 250GB of new data across 750,000 securities to deliver into our platform, dashboard products and data services to customers, who are dependent on our data services for their own workflows.

  • Owning the full scope of assigned projects such as data parsers, including liaising with the business to gather requirements, designing the solution, and building and delivering completed functionality to production
  • Helping to drive improvements in all areas, including the parsing framework, deployment, testing and CI
  • Providing technical guidance to more junior developers
  • Understanding the data, how it reaches BMLL, how we process it and deliver it to customers
  • Communicating with technical teams both within BMLL and sometimes at data providers such as financial exchanges
  • Some support of the daily parsing processes

  • Experience of working with market data, either real-time or historical
  • Experience of one or more market data protocols, either equities or futures
  • Industry experience writing production python code and delivering functioning systems
  • Industry experience of development in compiled languages such as C++
  • Industry experience of writing efficient SQL queries
  • Ability to self-organise and deliver a project over a period of up to a few months
  • Strong problem solving skills
  • Strong communication skills
  • Computer science or other STEM degree

  • Salary based on merit
  • 25 days holiday plus bank holidays
  • Enhanced Pension Scheme
  • Enhanced sick pay
  • Enhanced maternity, paternity, adoption and bereavement payments
  • Continuous learning through training and challenging projects
  • Collaborative culture
  • Regular Team Socials
  • Cycle to Work Scheme

We are an inclusive employer and welcome applicants from all backgrounds. We pride ourselves on our commitment to Equality and Diversity and are committed to removing barriers throughout our hiring process - if you have any special requirements or require reasonable adjustments to help you access career opportunities at BMLL, please do let us know

Opening date 16 October 2020

Closing date

SOC 2136
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