Senior Software Engineer - Market Data

Job Description

As a senior software engineer, you will help build and scale the systems and services that form the foundation of Alpaca and empower millions of users who are trading billions of dollars worth of assets.

The market data team is responsible for improving the overall architecture of Alpaca connected to data products such as stocks, options, crypto, and foreign exchange markets. Oversee their public API structure and documentation on both streaming and historical endpoints. The team is responsible for building a cohesive developer-first API and is tasked with planning, ideating, experimenting, and putting into production the new services, and libraries that overcome some of our greatest technical challenges as we continue to scale rapidly.

We are looking for senior or staff engineers who are keen on providing quality solutions, have great fundamentals, have proven experience building and architecting at scale, and are not afraid of challenging conventions. This demanding team also requires a deep understanding of POSIX-like operating systems, modern infrastructure, and orchestration practices.

Things You Get To Do:

• Influence the overall architecture of Alpaca’s market data systems
• Design highly scalable, mission-critical systems
• Obsess over latency (every nanosecond counts)
• Implement backend services and lead architecture where scalability and resilience matters
• Maintain good software quality and test coverage
• Participate in code reviews
• Troubleshooting on incidents and reported bugs
• You may be asked to be on-call to assist with engineering projects that are timely in nature

Who You Are (Must-Haves):

• At least 4 years of experience working on systems at scale
• Experience with at least compiled imperative languages (e.g. Go, C, C++, Rust, etc.). Most of our critical services are written in Go
• SQL or relational database skills
• Familiarity with TCP/IP, and UDP networking
• Proficient with Linux/BSD, and shell scripting
• Excited about what we are building at Alpaca
• Proven track record of architecting and leading medium-scale projects involving multiple teams
• Experience with Kubernetes or other workload orchestration and scheduling systems (we primarily use Kubernetes via GKE)
• Experience with major cloud platforms (we primarily use GCP)
• A passion for financial markets

Who You Might Be (Nice-to-Haves):  

• Knowledge of microservice architectures
• Knowledge of clean code principles
• DevOps mindset is an asset
• Cloud Networking experience (BGP, VPC peering)
• Experience in building low-latency applications
• Experience with distributed key-value stores
• Experience with CI/CD
• A passion for financial markets or the desire to learn
• Knowledge of Agile/Scrum methodologies
• Experience with observability, tracing, continuous profiling
• Experience with capacity planning and benchmarking
• Knowledge of eBPF