Data Engineer (Rust + Polars)
Our client, a leading digital assets trading firm is looking for a Data Engineer in London to support the development of their core trading and market data platform. The role sits within a small, high-impact engineering team working closely with the founding group, where engineers take ownership of critical data infrastructure feeding trading and market making strategies; the position focuses on building and maintaining robust, low-latency data pipelines from exchange feeds, ensuring data quality, and delivering reliable datasets and APIs used directly by trading systems and clients.
Responsibilities:
- Build and maintain real-time data ingestion pipelines from exchange feeds (WebSocket, REST, on-chain)
- Normalise, validate, and reconcile market data including gap detection and schema management
- Own the storage and delivery of time-series and historical datasets, including APIs and SLAs
- Develop monitoring and alerting systems to ensure data quality and reliability
- Optimise performance of data pipelines, including low-latency processing in high-throughput environments
Requirements:
- 2-4 years' experience building production-grade data infrastructure
- Strong programming skills in Python and Rust, with experience handling large datasets
- Experience working with AWS and distributed systems in a command-line environment
- Solid SQL skills with a strong focus on data quality and correctness
- Strong problem-solving mindset with the ability to operate in a fast-paced, engineering-led environment
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