Financial Reference Data Architect

  • Competitive + Share Options
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • BMLL Technologies
  • 17 oct. 17 2017-10-17

BMLL Technologies, a cloud-based marketplace for full depth limit order book data and analytics, was founded to enable a more efficient value extraction process from this large and complex data set. We are looking for a technologist with industry experience of dealing with financial reference data. You will be responsible for designing, building and maintaining the BMLL effort around reference and other financial data. You will have experience of third-party providers (e.g. Bloomberg, Reuters, EDI) and can address the challenges of managing, maintaining and reconciling securities reference data in a Python and SQL environment.

At BMLL, reference data (also commonly known as static-data or metadata) means data which is associated with limit order book data. We have two main sorts of metadata: third-party metadata, and derived metadata.

Third-party metadata is provided by third parties (such as exchanges); examples include corporate actions, tick sizes, tickers, currency and exchange codes. Derived metadata is the data BMLL derives from the data; examples include daily trading volume, cancellation rate over a time period and trade initiator side.

In the BMLL platform users can make API calls on a per identifier per day basis to retrieve metadata fields which are stored in a curated format. 


Your role is to enable this access, along with data quality control and documentation. This includes:

  • Database design, process & workflow design, automation
  • Managing data exceptions
  • Designing interfaces for external data providers
  • Handling derived data such as daily prices computed from our tick data


You will have spent several years working in industry working with financial data, specifically metadata. This could have been at a bank, a hedge fund, a data distributor or an exchange. You will have been part of the team that was responsible for making sure that the end users could access the metadata, and that the data they accessed was clean, correct and curated. You will be able to combine your expertise in Mathematics, Statistics, and Coding in tackling complex data problems whilst being comfortable in a job requiring agility, curiosity, and continuous improvement.

We are looking for someone who can very quickly grasp technical concepts and understand how to rapidly solve problems associated with them. The ideal candidate will examine data from many perspectives, be able to think out of the box and efficiently communicate ideas and findings to technical and non-technical peers equally. A passion for new technologies and a drive to find simple and elegant ways to implement simple solutions to complex problems is key.


  • Several years experience working with financial reference data in industry
  • Experience of one or more of Bloomberg, Eikon, Financial Calendar, Index data providers
  • Database design for reference data
  • Strong SQL skills, ideally postgres
  • Python development skills
  • Automation of data reconciliation
  • Corporate actions, exchange reference data, security identifiers
  • Strong communication skills