Python Data Engineer – Market Microstructure Analytics

Python Data Engineer – Market Microstructure Analytics

Location & Work Model: Wrocław-based opportunity with on-site work (full-time)

Introduction:
As a Python Data Engineer, you will be working at the intersection of trading infrastructure and market microstructure. You will focus on developing robust data pipelines, analytical frameworks, and libraries that support execution analysis and enhance trading performance. Operating closely with high-resolution datasets, you will contribute to both research initiatives and live production systems, driving innovation in electronic trading environments.

Your main 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.

You're ideal for this role if you have:

• Minimum of 7+ years of experience in Python development, building libraries, data platforms, or analytical tooling.
• Strong expertise working with large-scale, time-series datasets using tools such as 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).
• Demonstrated 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, capable of working effectively with both technical and non-technical stakeholders.

It is a strong plus if you have:

• Exposure to low-level programming languages such as C, C++, or Rust.
• Understanding of network protocols, packet analysis, or performance optimization techniques.
• Previous experience in electronic trading, execution analysis, or market microstructure.

Language Required for the role:
Fluent English (spoken and written).

Eligibility to work in:
Candidates with an existing legal right to work in Europe will be considered. We do not accept candidates globally without valid work authorization.

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Interested? Apply now and include your CV (preferably in English) along with a statement confirming your consent to the processing and storage of your personal data.

Tech stack

• Python
• Pandas
• NumPy
• SQL
• Time-Series Data Processing
• Data Pipeline Development
• Linux
• CI/CD
• C/C++/Rust