New York, NY · Data Engineer

MaxGoldstein

I build and run data pipelines end to end — ingestion, orchestration, transformation, and the infrastructure underneath. Days are spent on real-time market data at TP ICAP; nights are spent on a homelab that has become its own engineering practice.

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Experience

Full background

Apr 2024
Present

TP ICAP

Junior Data Engineer / Market Data Support Analyst

Build and maintain ETL pipelines delivering broker trade data to external clients under SLA-bound accuracy and timeliness requirements
Run real-time data streams across Bloomberg and LSEG terminals, holding uptime and data integrity for downstream consumers
Support deployments and config changes across Linux and Windows; monitor and resolve incidents with Geneos ITRS

Apr 2022
Apr 2024

TP ICAP

Pricing Analyst

Owned data models across CDS, LATAM bonds, US Treasuries and MBS, keeping real-time distribution accurate for global clients
Built automated pricing tools in Excel VBA and Bloomberg BQL, removing manual steps from CAD bond and CDS workflows
Replaced manual natural gas pricing procedures with scripted, repeatable runs

Selected Projects

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US Housing Market Pipeline

Zillow ZHVI and Federal Reserve macro series pulled on a schedule, modelled in dbt, and served through FastAPI to a live affordability dashboard.

AirflowdbtPostgreSQLFastAPI

FINRA 144A Trade Activity

Daily snapshot of Rule 144A corporate debt trading, pulled over OAuth2 from FINRA's Query API and modelled into marts with a derived customer net-flow signal.

AirflowOAuth2dbtFastAPI

PolyTracker

Prediction-market dashboard that scores Polymarket contracts for unusual activity — volume surges, extreme pricing, thin books — and sizes positions with half-Kelly.

FastAPIPythonDocker

Homelab Infrastructure

Five LXC containers on Proxmox running twenty-odd self-hosted services: the data stack above, plus networking, monitoring, media and home automation.

ProxmoxDockerLinuxGrafana

Let's connect

I'm looking for data engineering roles closer to the pipeline and platform layer, particularly in high-volume or real-time environments. If that sounds like your team — or you just want to talk shop about self-hosting — get in touch.

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