Job DescriptionWhat is the opportunity?The Market Data Engineer is responsible for designing, building, and supporting the enterprise market data platform that powers trading, pricing, risk, finance, regulatory reporting, and AI initiatives. This role develops scalable, high-performance data pipelines and APIs to deliver accurate, real-time and end-of-day market data across all Capital Markets businesses.
What will you do?- Design and develop scalable market data ingestion, transformation, and distribution platforms.
- Build real-time and batch pipelines for exchange, vendor, and internal market data feeds.
- Integrate market data from Bloomberg, LSEG/Refinitiv, ICE, FactSet, S&P Global, MSCI, and exchange sources.
- Develop APIs and data services for pricing, yield curves, volatility surfaces, benchmarks, and indices.
- Build cloud-native data solutions using Databricks, Snowflake, Spark, Kafka, and Python.
- Implement automated monitoring, reconciliation, and data quality controls.
- Optimize latency, scalability, and resiliency of market data platforms.
- Support onboarding of new trading desks, products, and asset classes.
- Implement metadata, lineage, and catalog integration for market data assets.
- Partner with Trading, Risk, Finance, Quantitative Research, and Technology teams to deliver strategic market data capabilities.
- Support migration from legacy market data platforms to modern cloud architecture.
- Implement CI/CD pipelines, DevSecOps practices, and automated testing.
- Resolve production incidents and perform root cause analysis.
- Ensure platform compliance with enterprise security and governance standards.
- Drive platform innovation using AI, automation, and cloud technologies.
What do you need to succeed?- Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or related field.
- 7-12 years of experience in data engineering within Capital Markets.
- Strong expertise in Python, SQL, Spark, Kafka, Databricks, Snowflake, and cloud platforms.
- Experience with Bloomberg, ICE, LSEG/Refinitiv, or other market data providers.
- Knowledge of Equities, Fixed Income, FX, Commodities, and Derivatives.
- Experience building high-volume, low-latency distributed systems.
- Familiarity with data governance, metadata, and lineage solutions.
Must-Have Skills
- Strong engineering background in Capital Markets market data platforms.
- Expertise in distributed data processing and cloud-native technologies.
Job SkillsAdaptability, Critical Thinking, Customer Service, Detail-Oriented, Financial Engineering, Financial Statement Analysis, Investments Analysis, Personal Development, Personal Initiative, Teamwork
Additional Job DetailsAddress:RBC CENTRE, 155 WELLINGTON ST W:TORONTO
City:Toronto
Country:Canada
Work hours/week:37.5
Employment Type:Full time
Platform:CAPITAL MARKETS
Job Type:Regular
Pay Type:Salaried
Posted Date:2026-08-05
Application Deadline:2026-09-15
Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.