Lead Engineer – Real-Time Options Market Data (OPRA)
Location: London
Build and lead the next generation of real-time options market data infrastructure.
We are working with a leading global multi-strategy hedge fund looking for a hands‑on Lead Engineer to take ownership of its real‑time options market data platform, including the full OPRA feed.
This is a senior engineering opportunity for someone who combines deep technical expertise in high‑throughput market data ingestion with a broader understanding of data platforms, historical capture, data quality and downstream consumption. You will play a key role in shaping the architecture, writing critical‑path code and building infrastructure that directly supports portfolio managers, quantitative researchers and risk teams.
This isn’t simply a feed‑handler role. You’ll own the wider data lifecycle, ensuring options market data is accurate, reliable, scalable and ready for use across the investment platform.
The Role
Own the end‑to‑end OPRA market data stack, covering feed ingestion, A/B line arbitration, gap detection, recovery, normalisation and distribution.
Design and develop high‑performance systems using C++ or Rust, handling high‑volume real‑time options data.
Build robust capture and replay capabilities, historical tick storage and research‑ready intraday datasets.
Own options reference data, including OSI/OCC symbology, series lifecycles, corporate actions and FLEX contracts.
Drive data quality, monitoring, observability and production reliability across the platform.
Work closely with portfolio managers and quantitative researchers to deliver data products that meet their needs.
Set technical direction, lead architectural decisions, review code and mentor engineers, with the opportunity to build and grow the team.
What We’re Looking For
Direct OPRA experience: You have built or owned production ingestion of the full OPRA feed, or a comparable high‑rate exchange options feed. Experience consuming vendor‑normalised data alone will not be sufficient.
Strong C++ or Rust: Production experience developing high‑throughput, performance‑critical systems.
Linux and networking: Experience with UDP multicast, profiling and performance optimisation. Kernel bypass experience is advantageous.
Options market data expertise: Strong knowledge of options chains, series lifecycles, OSI/OCC symbology, quotes, trades and NBBO.
Data engineering breadth: Experience with Python and SQL, alongside historical data capture, replay, validation and reconciliation.
Technical leadership: A track record of designing and owning production systems that other teams depend on, alongside experience leading engineers or the readiness to take on direct reports.
Experience with kdb+, OneTick, ClickHouse, Kafka, Aeron or other high‑performance messaging and time‑series technologies would be beneficial.
Exposure to AWS, Snowflake, Parquet/Iceberg, Airflow and monitoring tools such as Grafana, Prometheus or Datadog is also advantageous.
Experience within a hedge fund, market maker or options trading environment would be particularly relevant.
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Market Data Lead in London employer: Harrington Starr
Join a dynamic and innovative capital markets technology business in London, where your contributions as a Junior Account Manager will directly impact client success and company growth. With a strong emphasis on employee development, a collaborative work culture, and competitive benefits, this role offers you the chance to thrive in a fast-paced environment while building meaningful relationships with clients and colleagues alike. Experience the unique advantage of working in a scaling firm backed by a leading growth investor, providing ample opportunities for professional growth and advancement.
