Python Data Engineer (Market Microstructure Analytics)

Quick Facts

• Role: Python Data Engineer (Market Microstructure Analytics)

• Focus: Trading infrastructure, market microstructure analytics, execution analysis

• Work model: On-site full-time (Wrocław)

Description

As a Python Data Engineer, you will develop robust data pipelines, analytical frameworks, and libraries supporting execution analysis and trading performance. You will work with high-resolution datasets to contribute to both research initiatives and live production systems in electronic trading environments.

Responsibilities

• Develop and maintain Python libraries, data pipelines, and tooling to process exchange protocols, order flow, and large-scale trading datasets.

• Analyze trading behavior across venues to identify execution inefficiencies, latency issues, and fill performance gaps.

• Build analytical frameworks, metrics, and monitoring tools to evaluate execution quality and system performance.

• Support live trading systems through data validation, pipeline reliability, and real-time monitoring.

• Collaborate with stakeholders to translate analytical insights into actionable improvements in execution strategies.

• Work with research and infrastructure teams to advance market behavior understanding and tools for ongoing development.

Requirements

• 7+ years of experience in Python development, building libraries, data platforms, or analytical tooling.

• Strong expertise working with large-scale time-series datasets using NumPy, Pandas, and SQL.

• Experience processing exchange protocols, order flow, and high-frequency trading data.

• Solid knowledge of SQL and analytical databases (e.g., Snowflake, ClickHouse, Redshift, BigQuery, Druid, Databricks).

• Ability to translate complex analytical or trading problems into robust engineering solutions.

• Familiarity with Linux environments, software engineering best practices, testing, version control, and CI/CD.

• Excellent communication skills with technical and non-technical stakeholders.

• Fluent English (spoken and written).

• Existing legal right to work in Europe (no global work authorization).