{"id":2817319,"url":"https://alion.io/job/itds-poland-python-data-engineer-market-microstructure-analytics","title":"Python Data Engineer – Market Microstructure Analytics","company":{"id":879,"name":"ITDS Poland","domain":"itds.pl","url":"https://alion.io/company/itds","size_band":"201-500","is_staffing_agency":false,"employer_type":"staffing","is_intermediary":false,"listed_via":null,"ats_vendor":null,"truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":null,"employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Wrocław, Poland"],"countries":["PL"],"hiring_countries":[],"hiring_countries_total":0,"salary":{"min":30000,"max":50000,"currency":"PLN","period":"month","gross":null,"usd_annual":154476},"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Amazon Redshift","optional":false},{"name":"BigQuery","optional":false},{"name":"C++","optional":false},{"name":"CI/CD","optional":false},{"name":"ClickHouse","optional":false},{"name":"Databricks","optional":false},{"name":"Google BigQuery","optional":false},{"name":"Linux","optional":false},{"name":"NumPy","optional":false},{"name":"Pandas","optional":false},{"name":"Python","optional":false},{"name":"Rust","optional":false},{"name":"Snowflake","optional":false},{"name":"SQL","optional":false},{"name":"Time Series Forecasting","optional":false}],"status":"live","first_seen_at":"2026-10-18T14:20:51Z","employer_posted_date":null,"last_verified_at":"2026-10-18T14:20:51Z","board_verified":false,"closed_at":null,"days_open":0,"trust":{"level":"not_scored","repost_count":null,"flags":[],"days_open":0},"description":"Python Data Engineer – Market Microstructure Analytics\nLocation & Work Model: Wrocław-based opportunity with on-site work (full-time)\nIntroduction:\nAs 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.\nYour main responsibilities:\nDevelop and maintain Python libraries, data pipelines, and tooling to process exchange protocols, order flow, and large-scale trading datasets.\nAnalyze trading behavior across venues to identify execution inefficiencies, latency issues, and fill performance gaps.\nBuild analytical frameworks, metrics, and monitoring tools to evaluate execution quality and system performance.\nSupport live trading systems through data validation, pipeline reliability, and real-time monitoring.\nCollaborate with stakeholders to translate analytical insights into actionable improvements in execution strategies.\nWork with research and infrastructure teams to advance market behavior understanding and tools for ongoing development.\nYou're ideal for this role if you have:\nMinimum of 7+ years of experience in Python development, building libraries, data platforms, or analytical tooling.\nStrong expertise working with large-scale, time-series datasets using tools such as NumPy, Pandas, and SQL.\nExperience processing exchange protocols, order flow, and high-frequency trading data.\nSolid knowledge of SQL and analytical databases (e.g., Snowflake, ClickHouse, Redshift, BigQuery, Druid, Databricks).\nDemonstrated ability to translate complex analytical or trading problems into robust engineering solutions.\nFamiliarity with Linux environments, software engineering best practices, testing, version control, and CI/CD.\nExcellent communication skills, capable of working effectively with both technical and non-technical stakeholders.\nIt is a strong plus if you have:\nExposure to low-level programming languages such as C, C++, or Rust.\nUnderstanding of network protocols, packet analysis, or performance optimization techniques.\nPrevious experience in electronic trading, execution analysis, or market microstructure.\nLanguage Required for the role:\nFluent English (spoken and written).\nEligibility to work in:\nCandidates with an existing legal right to work in Europe will be considered. We do not accept candidates globally without valid work authorization.\n#MAKEYourCareerBETTER\nInterested? 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.\n\nTech stack\nPython\nPandas\nNumPy\nSQL\nTime-Series Data Processing\nData Pipeline Development\nLinux\nCI/CD\nC/C++/Rust","description_format":"text","description_chars":2977,"description_truncated":false,"requirements":{"experience_years_min":null,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[]},"benefits":[],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["IT Consulting & Digital Transformation","IT Staffing & Staff Augmentation"],"lifecycle":[{"event":"open","at":"2026-10-18T14:25:00Z"}],"visa":[],"liveness":{"score":90,"band":"hot","label":"Hiring now","p_open":1,"p_active":0.903,"p_room":1,"age_days":0,"expected_fill_days":12,"reasons":["seen:0","velocity","win:early"],"computed_at":"2026-10-19T05:45:15Z"},"pay":{"stated_usd_annual":154476,"is_top_pay":true},"html_url":"https://alion.io/job/itds-poland-python-data-engineer-market-microstructure-analytics","json_url":"https://alion.io/job/itds-poland-python-data-engineer-market-microstructure-analytics.json","meta":{"generated_at":"2026-10-19T14:16:43Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":10287,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-10-20T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":879},"rest":"https://alion.io/mcp/rest/get_company?id=879"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Fitds-poland-python-data-engineer-market-microstructure-analytics"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Fitds-poland-python-data-engineer-market-microstructure-analytics"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Fitds-poland-python-data-engineer-market-microstructure-analytics"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/itds-poland-python-data-engineer-market-microstructure-analytics\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Fitds-poland-python-data-engineer-market-microstructure-analytics"}]}