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Niche market-data specialization reduces candidates, but metro location and mid-level role keep competition medium.
Deep financial market-data and exchange integration experience required makes cross-industry transferability low.
Explicit 5–8 years requirement, mandatory Go and market-data expertise, and in-person Chennai mandate increase strictness.
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Own and expand backend integrations with brokers and exchanges, including authentication, symbol mapping, and account synchronization, enhancing connectivity and reliability.
Build, maintain, and scale market-data pipelines for real-time tick ingestion, aggregation into OHLC bars, historical backfill, and live data feeds powering charts and orderflow.
Ensure data quality by normalizing, cleaning, monitoring feed health, detecting gaps, and reducing data-accuracy complaints, collaborating closely with CTO and Support.
5–8 years of backend or data engineering experience with strong proficiency in Go or a closely related systems language.
Experience working with financial/market data (ticks, OHLC, order book, corporate actions) with understanding of data structures and common issues (e.g., gaps, timezones).
Strong skills in data pipelines (ingestion, transformation, delivery), API integration, and database/SQL with data cleaning and normalization expertise.
Must work in-person from Chennai office; location onsite is mandatory.
Candidate who has owned backend market-data integrations and data pipelines in a financial trading or market data environment, especially involving brokers or exchanges.
Comfortable working autonomously in a lean engineering team, collaborating directly with CTO, with operational ownership and problem-solving focus.
Familiarity with real-time and streaming infrastructure and Indian/US market structures is advantageous but not mandatory.