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Staff Engineer Market Data

Full-time

Douro Labs

Role Description

The Staff Engineer Market Data role is about building the systems that ingest, process, store, and serve that data with high performance and reliability. The infrastructure processes a high volume of real-time data under strict reliability and accuracy guarantees, which is what makes it trustworthy for institutional use.

  • Build and maintain core market data infrastructure in Rust
  • Work through the practical problems specific to real-time market data: cross-exchange pricing differences, data quality, latency
  • Bring real market data or trading systems knowledge into engineering decisions
  • Communicate clearly with the rest of the team as the group grows
  • Take on leadership of a small team over time, not immediately

Qualifications

  • Senior or staff-level engineering experience with strong, hands-on Rust
  • Experience with real-time streaming systems
  • Experience with high-scale data storage and processing, specifically in a market data context
  • Real market data or trading systems experience, ideally from a market data provider, trading firm, or bank
  • Background in traditional finance, rather than web3 or crypto-native companies
  • Comfort using AI tools like Claude to move quickly, balanced with the ability to solve hard problems independently
  • Strong communication skills, given the path toward managing people this role carries
  • Based in Europe, where most of the team sits, or the US

Requirements

  • Direct experience with pricing methodology, index construction, or reference data architecture (Nice to Have)
  • Some experience mentoring or informally leading other engineers (Nice to Have)

Company Description

Douro Labs is the company behind Pyth Pro, real-time market data infrastructure that distributes institutional-grade price feeds from primary sources directly to exchanges, market makers, and trading firms. Pyth Pro currently provides the market data behind many major cryptocurrency exchanges and prediction markets, with a growing base of institutional users relying on it daily.

Vacancy posted 6 days ago
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