Market Data Developer

London, England, United Kingdom

Full Time Mid-level / Intermediate

About BMLL:

We are the leading, independent provider of harmonised, Level 3 historical data and analytics to the world’s most sophisticated capital market participants. BMLL offers banks, brokers, asset managers, hedge funds and global exchange groups immediate and flexible access to the most granular Level 3, T+1 order book data and advanced analytics, enabling them to accelerate research, optimise trading strategies and generate alpha at unparalleled speed and scale.

We have a fantastic team and our culture is inclusive and highly collaborative, a place where our employees are encouraged to be themselves.

We give all our employees share options, empowering them to get involved in decision making and help shape the future of our company as we continue to grow and scale.

We are hybrid business that works remotely and out of our brand new offices in the Shoreditch Tech Hub of London. We also have weekly team lunches and plenty of office snacks.

For more information, please visit our website, or visit our Twitter, @bmlltech or LinkedIn, @BMLL.

About the Role:

At BMLL we process financial data in a process we call parsing. We continually add new financial datasets to our platform whilst upgrading and improving existing ones. Parsing occurs in well defined data pipelines built using a distributed architecture. The engineering of the pipeline is as important as the data transformation process, and we are constantly working to improve its performance and reliability. We curate the data to ensure the highest quality of delivery to our customers.

We are looking for a Market Data Developer to build and maintain data parsers that ingest market data and reference data, improve processes and reliability for managing these large datasets using the latest AWS technologies, and become expert in understanding the data and the way we curate and process it.

This is an opportunity to join a cutting-edge FinTech company with the potential to grow your technical, finance and cloud- & data-engineering skills.

To give an idea of the scale at which we operate: every day we consume 250GB of new data across 750,000 securities to deliver into our platform, our dashboard products and data services. These are accessed by our customers who are dependent on our services for their own workflows.


  • Owning the full scope of assigned development projects such as data parsers, including liaising with the business to gather requirements, designing the solution with the team, and building and delivering completed functionality to production
  • Helping to drive improvements in all areas, including the parsing framework, deployment, data quality, testing and CI
  • Understanding the data, how it reaches BMLL, how we process it and deliver it to customers
  • Communicating with technical teams both within BMLL and sometimes at data providers such as financial exchanges
  • Some second-line support of the daily parsing processes and the data, shared amongst the team.



  • Experience of working with large datasets.
  • Industry experience of writing production-level Python and delivering functioning, well-tested systems.
  • Industry experience of developing on a Linux platform
  • Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
  • Ability to self-organise and deliver a project over a period of up to a few months
  • Strong problem solving skills
  • Strong communication skills
  • Computer science or other STEM degree


  • Competitive salary
  • 25 days holiday plus bank holidays
  • Share Options after completion of probationary period
  • Pension Scheme
  • Combination of remote and London based office working
  • Continuous learning through training and challenging projects
  • Collaborative culture
  • Weekly team lunches
  • Free fruit, snacks and drinks provided throughout the day (when office based)
  • Fridge fully stocked with beer and wine (when office based)
  • Regular Team Socials
  • Cycle to Work Scheme

We are an inclusive employer and welcome applicants from all backgrounds. We pride ourselves on our commitment to Equality and Diversity and are committed to removing barriers throughout our hiring process - if you have any special requirements or require reasonable adjustments to help you access career opportunities at BMLL, please do let us know

Tags: AWS Computer Science Data pipelines Engineering Finance FinTech Linux Pipelines Python Research Testing Trading Strategies

Perks/benefits: Career development Competitive pay Equity Flex hours Lunch / meals

Region: Europe
Country: United Kingdom
Job stats:  4  3  0
Category: Engineering Jobs
  • Share this job via
  • or

Other jobs like this

Explore more AI/ML/Data Science career opportunities

Find open roles in Artificial Intelligence (AI), Machine Learning (ML), Natural Language Processing (NLP), Computer Vision (CV), Data Engineering, Data Analytics, Big Data, and Data Science in general, filtered by job title or popular skill, toolset and products used.