BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.
What sets us apart drives us ahead: between local roots and global relevance, we are a unique blend of tradition and future, of foundation and growth. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.
Real-Time Market Data Engineering Internship
Madrid | Working from home up to 40% | Reference 7503
We are looking for an intern to join our Real-Time Market Data team, where we build and operate systems that process and distribute financial data with very low latency.
In this internship, you will work closely with experienced engineers on system monitoring, observability, and Python-based automation, while also gaining exposure to high-performance C++ applications used in real-time financial environments.
This role is a great opportunity to learn how large-scale, latency-sensitive systems are monitored, operated, and continuously improved in a highly technical and international team.
What You Will Do
- Learn how real-time market data systems process and distribute financial information with very low latency.
- Support the team in monitoring system health, performance, and data quality using tools such as Elastic and Grafana.
- Help design, build, and maintain dashboards and alerts to improve visibility, reliability, and incident response.
- Develop Python scripts and small tools to automate operational tasks, data checks, and monitoring workflows.
- Collaborate with senior engineers on observability improvements and automation initiatives.
- Gain exposure to modern C++ (C++20/23) and understand how it is used in high-performance, real-time systems.
- Take part in daily team activities using agile ways of working such as Kanban or SAFe.
What You Bring
- You are in the final year of a Computer Science degree or a related Bachelor’s, Master’s, or FP program.
- Strong interest in monitoring, observability, automation, and reliable system operation.
- Good practical knowledge of Python, with the ability to write clear and structured scripts.
- Basic understanding of Linux environments and Git.
- Interest in or basic knowledge of monitoring tools such as Elastic, Grafana, or similar platforms.
- Some 1st experience or academic exposure to C++, ideally modern standards (C++20/23), with willingness to learn more.
- Motivation to learn, collaborate, and communicate clearly in English within an international team. Spanish is a plus but not required.
If you have any questions, check out our FAQ page or call Sara Perez de la Cuesta at +34 91 709 56 80.
For this vacancy we only accept direct applications in English.
Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.
What We Offer
Flexible Work Models
We trust our employees and offer a work environment that is well-balanced, productive and fosters success.
Personal Development
You will benefit from a culture of continuous learning and feedback. Your personal growth is supported through an extensive learning offering.
Agile Working Methods
Whether through scrum or design thinking,
we solve exciting tasks together in teams.