Overview
On Site
$390,000 - $750,000
Full Time
Skills
C++
C
C#
Python
Linux
Job Details
In this role, you will be working on a team responsible for managing the data pipeline in generating rich data sets used by Equity and Futures strategies. As a hybrid data engineer/software engineer, you are building tools that analyze large data sets which directly impact and optimize our trading behavior and results. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.
As a member of this team, you will:
- Work with historical tick-by-tick data for US Equities and Futures markets to create enriched data sets
- Generate reference/derived data used by trading strategies
- Optimize components across the data generation and data access pipeline
- Understand the market microstructure and the electronic trading protocols
What we're looking for
- MS or PHD in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent plus 5 years of progressive experience developing software and data systems, or advanced graduate work.
- Strong C++ programming skills
- Experience with the Python data science stack: NumPy, pandas etc.
- Experience with numeric data storage methodologies, e.g. hdf5
- Experience with processing of large and varied data sets
- Experience of working in a Linux environment preferred
- Strong interpersonal and communication skills for interacting with traders, quantitative analysts, and other software developers
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.