Derived Data Engineer

jumptrading

United States

On-site

USD 200,000 - 250,000

Full time

9 days ago

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Benefits offered by this job

Private Medical Insurance

Vision Insurance

Dental Insurance

Travel Medical Insurance

Group Pension Scheme

Group Life Assurance and Income Protec

Paid Parental Leave

Parking and Commuter Benefits

Discretionary bonus eligibility

HSA / FSA Options

Employer Paid Life and AD&D

Voluntary Life & AD&D Insurance

Paid vacation and holidays

Retirement plan with employer match

Wellness Programs

Job summary

Jump Trading Group is seeking a senior software engineer to join the Data Platform team in the United States. You will design, build, and maintain systems that compute bars and residuals from market data, including streaming data, and collaborate with trading and research teams to deliver analytics that fit workflows.

You will bring 7+ years of software engineering with Python, Rust, and C++, plus 5+ years handling derived data.

Qualifications

7+ years of software engineering experience, with strong proficiency in Python, Rust, and C++.
5+ years calculating derived data, or working on a team that consumes it.
Direct experience calculating bars and residuals from market data, ideally from streaming, colocated data.

Responsibilities

Dig into technical details and collaborate with end-users to understand needs.
Develop scalable, centralized, validated data representations for consumers.
Design, build, and maintain systems that compute bars and residuals from market data.
Extend the platform to curves, volatility surfaces, and greeks.
Document solutions and translate complex methodology for non-technical stakeholders.

Skills

Python

Rust

C++

Derived data

Streaming data

Linux

Unit testing

Data storage formats

Communication

Job description

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Our Data team is responsible for building a world class Data Platform with a centralized source of vendor and proprietary research data. The Vendor Data Group operates in a very dynamic environment utilizing a sophisticated and diverse technology stack. The team interfaces with all aspects of the firm, from Trading, Research, and Technology to Risk, Middle Office and Accounting - providing individuals within the group a full 360-degree view of Jump.

The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on: bars and residuals computed from market data, extending to curves, volatility surfaces, greeks, and other derived signals. The team works hand-in-hand with trading desks to turn raw market data into research-ready analytics at scale.

The role offers the individual the opportunity to develop both business and technical expertise, while significantly contributing to our evolving code base.

What You'll Do:

The ideal candidate will be able to dig into the technical details and work with end-users to understand their needs and implement streamlined solutions to deliver results. We are looking for individuals who are instinctively curious self-starters, demonstrating the ability to independently drive tasks and projects to completion in a team environment.

Working with a variety of datasets, provide a scalable, centralized, validated representation of data for consumers to utilize.

Review and understand various datasets leveraging vendor documentation, liaising with external vendors as needed to better understand data.

Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in colocated environments.

Extend the derived-data platform to additional analytics such as curves, volatility surfaces, and greeks.

Work closely with trading and research teams to understand how they use derived analytics and deliver calculations that fit their workflows.

Document technical solutions and calculations clearly, translating complex methodology for less financially savvy stakeholders terms non-technical stakeholders can act on.

Skills You'll Need:

7+ years of software engineering experience, with strong proficiency in Python, Rust, and C++
5+ years calculating derived data, or working on a team that consumes it
Direct experience calculating bars and residuals from market data (ideally from streaming, colocated market data)
Good understanding of trading and research, and how trading teams work with analytical research
Strong unit-testing / test-driven coding style
Experience working with various data storage formats, filesystems, and event queues preferred
Hands-on experience working within a Linux environment
Willingness to diversify and master other technical skills on the job
Excellent written and verbal communication, analytical, and problem-solving skills
Strong communication skills, with the ability to document technical solutions and calculations in non-technical terms

Benefits include: