Software Engineer - Market Data

About the role

You own the market data pipeline from intake through final delivery. Decisions you make shape speed, transparency, and scale for sophisticated investors. You are responsible for the end-to-end reliability of market data as it flows from raw vendor feeds into the authoritative datasets that drive trading and risk. Your work directly determines how quickly and transparently our clients can access and act on every asset in every market. You will partner closely with vendors, product teams, and infrastructure engineers to define and enforce data standards. You will implement the normalization and validation logic that ensures pricing integrity and accurate handling of corporate actions. Your contributions will make the platform's data layer both faster and more trustworthy for demanding institutional users.

Key facts

What you'll do

Designing intake pathways for market feeds across asset classes, including equities, options, futures, and other financial instruments.

Building resilient services that normalize pricing and corporate actions reliably, ensuring correctness before data reaches downstream systems.

Refining validation suites before quality gates to catch inconsistencies and enforce data integrity at every stage.

Shipping updates that keep latency low under heavy throughput while maintaining strict correctness and auditability.

Coordinating with vendors to align on feed handlers and exchange protocols, resolving format and timing mismatches.

Optimizing Kafka topics and PostgreSQL schemas for streaming persistence to balance throughput, retention, and query performance.

Guiding integration patterns so downstream products consume clean snapshots and incremental updates with predictable semantics.

Testing edge cases in options and futures data to prevent regressions in production and protect critical trading workflows.

Troubleshooting performance bottlenecks, data discrepancies, and integration challenges across distributed components in real time.

Collaborating with product, trading, and risk teams to translate business requirements into robust data pipeline implementations.

Implementing monitoring and alerting to detect feed anomalies, processing delays, and schema changes before they impact clients.

Owning the operational runbooks and documentation that enable the team to maintain and extend the market data platform.

Working closely with the FACT team to incorporate security and pricing master updates, corporate actions, and streaming market data.

Ensuring that data products meet the stringent standards required by sophisticated investors who rely on speed, transparency, and accuracy.

Requirements

You must have built low-latency, high-throughput systems in production and demonstrated the ability to sustain them at scale.

You must handle security and pricing master updates with precision, maintaining data integrity across updates and rollbacks.

You must understand financial market data structures and processes deeply, including pricing conventions, timestamps, and sequencing.

You must work with exchange feed handlers and troubleshoot data discrepancies, identifying root causes in complex feed implementations.

You must integrate sources into cohesive authoritative reference datasets, reconciling conflicts and ensuring consistency across asset classes.

You must be proficient in at least one systems programming language such as C++, Rust, Go, or Java, with demonstrated experience in high-performance code.

You must have hands-on experience with network protocols and serialization formats such as gRPC and protocol buffers or similar.

You must be comfortable managing stateful services and data stores including PostgreSQL, Snowflake, and Kafka in production environments.

You must have experience operating containerized workloads and orchestration with Kubernetes, including deployment, scaling, and troubleshooting.

You must have a strong grasp of concurrency, backpressure, and fault tolerance patterns in distributed streaming systems.

You must be comfortable reading and contributing to infrastructure as code, with experience in tools that manage cloud environments.

You must be meticulous about testing, validation, and observability, ensuring that data pipelines are both correct and performant.

You must be able to interpret ambiguous requirements and work effectively with stakeholders across engineering, trading, and risk.

You must be willing to participate in on-call rotations to respond to production incidents affecting market data pipelines.

Nice to have

Experience with cloud-native infrastructure and Kubernetes operational patterns.

Skills & tools

C++, Rust, Go, Java, Python, gRPC, PostgreSQL, Snowflake, Kafka, Kubernetes.

The team

The FACT team is responsible for several key data products which enable Clear Street's systems and personnel to operate with confidence and speed. These products include security and pricing master, corporate actions, and streaming market data as well as a number of other key reference datasets. The FACT team takes on the task of collecting inputs from various sources including vendors, public sources, and internal teams and organizing them into cohesive data products which serve as the authoritative source of reference data within the firm. Members of the FACT team collaborate closely with engineering, trading, and risk to ensure that data products meet both technical robustness and business needs. The team values ownership, deep technical expertise, and a bias toward reliable, low-latency solutions.

About the company

Clear Street builds institutional-grade execution for sophisticated investors. The platform combines AI-native trading intelligence with low-latency APIs and private market access. Service teams provide white-glove support across onboarding, integration, and ongoing management. The system is designed for demanding strategies, delivering reliable performance and responsive infrastructure. Clear Street focuses on practical tools that integrate smoothly into existing workflows.