About the role
Responsibilities:
- Build and own broker and exchange integrations: authentication/OAuth, connection health, instrument/symbol mapping, and account sync across our broker roster (nine Indian brokers, US futures brokers, and more) so we can connect as many as possible, reliably.
- Build and maintain the market-data pipelines: real-time tick ingestion, aggregation into bars/OHLC across timeframes, snapshots, and historical backfill, feeding live charts, DOM, and orderflow.
- Own data quality and feed reliability: normalise and clean dirty/inconsistent vendor data, detect gaps and lag, alert on feed health, and drive down the data-accuracy complaints that hurt our reputation.
- Model the data symbols, exchanges, contract specs, trading hours, and the differences between markets (e. g., Indian vs US session handling), and the exchange/data-fee structures tied to feeds.
- Build and maintain the APIs and connections, the services and contracts that deliver data to the terminal and to partners, with sensible rate-limits and entitlement checks.
- Keep the lights on and the data honest: instrument the pipeline, find the root cause of freezes and feed gaps, and close them, in lockstep with the CTO and Support.
Requirements:
- 5-8 years backend/data engineering, strong in Go (or strongly adjacent systems language with the ability to ramp on Go fast).
- You have worked with financial / market data before: ticks, OHLC, order book, corporate actions, and you understand its structure, types, and the ways it goes wrong (gaps, bad prints, time zones, splits, symbology).
- Strong data-pipeline / ETL and API-integration skills: you've built ingestion, transformation, and delivery pipelines and integrated third-party APIs that you owned end-to-end.
- Database and SQL rigour, with real data-cleaning and normalisation discipline; you make messy external data trustworthy.
- Can own it and run from day one; high autonomy, comfortable in a lean team working directly with the CTO.
Nice-to-Haves:
- Prior experience inside a broker, exchange, or market-data vendor backend.
- Real-time/streaming infrastructure: WebSocket, message queues, time-series storage.
- FIX or other market-data/connectivity protocols; DOM / orderflow / tick-data exposure.
- Familiarity with Indian (NSE/MCX/SEBI) and US (CME) market structure.
- Working English plus Hindi or Tamil for local exchange/broker counterparts.
- Top-tier Indian institution (IIT/NIT/IIM) nice-to-have, not a gate.