The ClientOur client is a globally recognised, top-tier quantitative investment firm operating a large-scale, multi-asset systematic trading platform. Data is central to their investment process and treated as a performance driver rather than a support function.They are seeking a Lead Market Data Engineer within Systematic Data who is embedded in (or has very recently been embedded in) a market data team at a leading quant hedge fund or proprietary trading firm. This is not a narrowly scoped “data quality” remit. Instead, it is a broad, high-impact platform role where data quality is one dimension of a much wider system-building mandate.The successful individual will be comfortable operating in close partnership with PMs and quantitative researchers, working through iterative problem-solving cycles to strengthen data foundations that directly influence alpha and execution.What You’ll GetA pivotal role inside a world-class systematic trading environmentDirect collaboration with Portfolio Managers and Quant ResearchersOwnership and influence over the core market data infrastructureThe ability to shape scalable platforms used across research and live tradingHighly competitive compensation with strong long-term upsideExposure to global market structure complexity across multiple asset classesA performance-driven, intellectually rigorous cultureWhat You’ll DoDesign and evolve robust market data architecture spanning historical research datasets and real-time trading feedsBuild and enhance scalable ingestion, normalisation, and distribution frameworksStrengthen data reliability, consistency, and performance across systematic workflowsWork directly with PMs and quants to identify gaps, resolve anomalies, and improve dataset usabilityIntegrate and evaluate new exchange feeds, vendor sources, and alternative datasetsAddress production data challenges impacting live trading in time-sensitive environmentsContribute to the long-term strategic direction of the firm’s data platformWhat You’ll NeedExtensive experience (typically 10+ years) in market data engineering within a leading quant fund or prop trading firmCurrent or recent tenure on a dedicated market data team at a tier-one systematic shopStrong instinct for market data behaviour across asset classes, understanding where issues arise and how they affect research and tradingExperience supporting both deep historical data environments and low-latency real-time systemsA track record of partnering closely with PMs and quantitative stakeholdersProven ability to build and scale distributed data systemsStrong programming capability (Python and/or C++ preferred; stack flexibility)Deep familiarity with exchange protocols, vendor feeds, and global market structureClear communication style and the ability to operate effectively in high-performance settingsIf you are currently part of a leading market data team at a quant or prop firm and are seeking a broader, more strategic platform mandate, we would be keen to speak confidentially.📩 Reach out to Tempest Vane Partners via LinkedIn to explore further.