EXIORUM

Careers · Engineering

Market Data Engineer

Capture, normalise and serve full-depth market data from every venue, for trading and for research.

Lugano · Full time · In the office most days

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The firm

Exiorum is a proprietary trading firm in Lugano, founded in 2020. It trades its own capital: market making and systematic trading in equities, futures, options and digital assets.

40+ people. No outside investors. Everyone codes.

The role

Before anything can be priced, market data has to arrive, be decoded, sequenced, normalised and timestamped. It also has to be stored so that research can replay any moment.

You own that path: feed handlers, capture, the archive, and the quality checks on all of it.

What you will do

  • Build and maintain feed handlers for exchange protocols and for the WebSocket and binary feeds of digital asset venues.
  • Own capture and archive: full depth, hardware timestamped, replayable.
  • Build data quality monitoring: gaps, staleness, crossed books, sequence errors.
  • Serve normalised data to research and to production with the same semantics.
  • Work with venues and vendors on feed changes and incidents.

What we look for

  • Experience building high-throughput, low-latency data systems.
  • Strong C++ and Python. Strong Linux and networking.
  • Care for correctness in data. The wrong book is worse than no book.
  • Experience with time-series storage at scale.
  • Fluent English.

Useful, not required

  • ITCH, MDP3/SBE, FIX.
  • Digital asset venue APIs.
  • Hardware timestamping and PTP.

Format and offer

Lugano. In the office most days, with remote days agreed within the team. Support with Swiss work permits for the right person.

Base salary plus a discretionary bonus linked to the results you contribute to. Your choice of equipment, 28 days of leave plus public holidays, a health insurance contribution, an occupational pension above the legal minimum, a learning budget, and lunch in the office. Details on the careers page.

How to apply

Email hr@exiorum.com with the role in the subject line, a CV or a link to your work, and a few lines on what you have done that is relevant. No cover letter needed. The process has five steps and a decision within 3 days of the on-site.

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