Data Engineer, Multi-Asset Arbitrage

What you'll do

• Design, build, and grow the data plane for back-testing and other data-intensive applications.
• Manage petabyte-level ingestion, ETL processes, data quality, storage, and backfills.
• Develop and maintain APIs for data consumption.
• Architect and build batch and streaming data platforms using lake/warehouse/lakehouse patterns.
• Optimize code performance and tune distributed application components like Kafka and Redis.
• Build application-level code and REST APIs to expose business logic.
• Implement distributed tracing and monitoring metrics using tools like Prometheus and Grafana.

What we're looking for

• 5+ years of work experience in a data-intensive capacity building back-testing infrastructure or similar initiatives.
• Demonstrable expertise in SQL and databases, especially timeseries and big data stores.
• Strong skills in Python, Rust, or C++ and at least one data-manipulation library like Pandas, Polars, Dask, Vaex, or PySpark.
• Experience architecting and building data platforms and ETLs, including batch, streaming, data lake, warehouse, and lakehouse patterns.
• Experience with column-oriented data storage and serialization formats such as Parquet or Arrow.
• Strong knowledge of distributed application components like Kafka, Redis, or other messaging and caching tools.
• Experience with code optimization and performance tuning.
• Prior experience with ClickHouse, Snowflake, or financial software is a plus (preferred).