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 tool