Market Data Engineer

Keyrus is an international group of 2,800 consultants and experts across 28 countries, built on a single conviction: AI does not transform businesses. Architected intelligence does. For more than 30 years, we have been building the data foundations that make intelligent systems work — designing the Operating System of the intelligent enterprise, where intelligence is embedded into the core of business processes to create sustainable value: we operationalise intelligence.

At Keyrus, you will not just develop skills — you will develop judgment. Your expertise sharpens with every system you architect, every client challenge you solve, and every deployment that compounds on the last. Over time, you grow into one of the rarest professionals of the intelligence era: someone who bridges data, AI, and human decision-making at scale, across industries and geographies. This is not a role you fill. It is a discipline you master and a story you help write to become a Keyrus Architect of Intelligence.

Role Details

• Job location: London – UK (On-site model)
• Contract type: Employee / Fixed-term / Contractor B2B
• Target start date: ASAP
• Working hours: Full-time (40h/ week)
• Compensation: £58k – £87k (Senior Level) or £83k – £108k (Principal Level)

What You'll Architect

As a Data Engineer, you will help organisations transform complexity into measurable outcomes by combining technology, data, intelligence, and human decision-making. This role is both technical and consultative — ideal for someone who combines hands-on engineering, data architecture, and business collaboration.

• Build and maintain robust ingestion pipelines for real-time and historical market data, including exchange feeds, vendor sources (Bloomberg, LSEG/Refinitiv, ICE) and internal sources.
• Normalise and standardise heterogeneous feeds into consistent internal schemas, so downstream consumers never have to care where the data came from.
• Integrate market and reference data with the client's internal systems, such as research libraries, backtesting infrastructure, risk, PnL, and security master.
• Own the data plumbing that decisions rely on: Corporate actions, Symbology mapping, Point-in-time accuracy, Gap detection & reconciliation.
• Model and store time-series and tick data efficiently in ClickHouse and/or kdb+/q, balancing query performance, storage cost, and ingestion throughput.
• Build monitoring, alerting, and data quality frameworks to proactively detect issues.

Who You Are

• You are highly detail-oriented and reliability-driven, understanding that data accuracy is critical to business and trading decisions.
• You enjoy working with complex, real-time data systems and take pride in making them robust, scalable, and trustworthy.
• You think in terms of systems and dependencies, not just individual components.
• You are comfortable operating in high-stakes environments where latency, completeness, and correctness matter.
• You take strong ownership of the pipelines and systems you build — you don’t just deliver them, you maintain and improve them over time.
• You can translate technical challenges into clear communication for non-engineering stakeholders, especially in business or trading contexts.
• You are pragmatic and focused on delivering what the business actually needs, not just theoretical perfection.
• You are comfortable working with large datasets and Linux-based environments.

What You Bring

Qualifications & Experience

• +5 years working as a Data Engineer.
• Strong experience building production-grade data pipelines where reliability is critical.
• Proven exposure to financial market data environments (real-time feeds, formats, vendor data).
• Experience working with large-scale datasets.
• Professional proficiency in English.

Technical & Professional Skills

• Strong Python skills for data engineering, orchestration, and tooling (pandas, polars).
• Hands-on experience with time-series / columnar analytics databases (ClickHouse, kdb+/q preferred).
• Strong SQL and a solid understanding of time-series data modelling.
• Comfortable working in Linux environments.
• Understanding of market data feeds, formats, and vendor ecosystems.
• Strong ownership mindset with focus on reliability and maintainability.
• Ability to communicate effectively with business stakeholders.

Nice to Have

• C/C++ for performance-critical components such as feed handlers or low-latency paths.
• Experience with streaming & messaging systems (Kafka, Solace, Aeron, ZeroMQ).
• Knowledge of market data protocols (FIX, FAST) and formats (Parquet, Arrow).
• Experience working with vendor APIs.
• Background in financial services/trading environments.

What Makes You Successful

• You ensure data is accurate, complete, and available when it matters — especially in real-time contexts.
• You proactively identify and fix issues through monitoring, alerting, and data quality checks before they impact users.
• You design systems with a strong focus on performance, scalability, and resilience.
• You balance engineering excellence with practical delivery, making smart trade-offs when needed.
• You understand the importance of time-series data correctness (e.g. point-in-time accuracy, reconciliation, symbology consistency).
• You build solutions that are maintainable and observable, not just functional.
• You collaborate effectively with data consumers, analysts, and business stakeholders to ensure systems meet real-world needs.
• You continuously improve pipelines, processes, and data quality to support better decision-making.

What We Offer at Keyrus UK

• Competitive holiday allowance.
• Private Medical & Dental Insurance (Bupa).
• Group Life Insurance.
• Gym & fitness discounts via Pluxee (Sodexo).
• On-site gym access at our London office.
• Access to lifestyle discounts (travel, retail, entertainment & more) via Pluxee (Sodexo).
• Auto-enrolment pension scheme with Aegon.
• Training & Development via KLX (Keyrus Learning Experience).
• Strong focus on career development and internal mobility.
• Electric & hybrid car scheme via Tusker.
• Annual discretionary bonus, based on individual and company performance.
• Referral bonus for introducing new colleagues.

How Our Salary Ranges Work

At Keyrus, salary ranges reflect different levels of mastery and impact within the same role — not different job titles.

• Bottom of the range: You meet the core requirements and will need ramp-up time and support.
• Middle of the range: You are fully autonomous from Day 1 and deliver consistently.
• Top of the range: You are a reference for the role, mentor others, and raise the bar for the team.

Final offers are based on experience, autonomy, scope, and market context, and are discussed transparently during the process.

Equal Opportunity Statement

We are committed to building an inclusive workplace and encourage applications from all backgrounds, regardless of race, ethnicity, gender identity, sexual orientation, age, disability, or any other protected characteristic.