Data Engineer (Rust + Polars)

Our client, a leading digital assets trading firm is looking for a Data Engineer in London to support the development of their core trading and market data platform. The role sits within a small, high-impact engineering team working closely with the founding group, where engineers take ownership of critical data infrastructure feeding trading and market making strategies; the position focuses on building and maintaining robust, low-latency data pipelines from exchange feeds, ensuring data quality, and delivering reliable datasets and APIs used directly by trading systems and clients. Responsibilities: Build and maintain real-time data ingestion pipelines from exchange feeds (WebSocket, REST, on-chain) Normalise, validate, and reconcile market data including gap detection and schema management Own the storage and delivery of time-series and historical datasets, including APIs and SLAs Develop monitoring and alerting systems to ensure data quality and reliability Optimise performance of data pipelines, including low-latency processing in high-throughput environments Requirements: 2-4 years' experience building production-grade data infrastructure Strong programming skills in Python and Rust, with experience handling large datasets Experience working with AWS and distributed systems in a command-line environment Solid SQL skills with a strong focus on data quality and correctness Strong problem-solving mindset with the ability to operate in a fast-paced, engineering-led environment