Position Management System Engineer

WSN; New York (NY); On-site; USD 140,000 - 190,000; Full time

Job summary

WSN is seeking a Position Management System Engineer to own the real-time position system that aggregates custodian files, order fills, and money movement into a single live view of holdings and tax lots. You will integrate feeds from Schwab, Fidelity, Pershing, and portfolio platforms to the raw layer with provenance.

The ideal candidate has 5+ years in position management orBooks & Records at a broker-dealer or similar, with strong skills in Python, SQL, and cost-basis accounting.

Qualifications

• 5+ years building position management, portfolio accounting, or books-and-records systems at a broker-dealer, clearing firm, or RIA platform.
• Fluent in cost-basis accounting and cancel/rebook semantics.
• Thinks in incremental, event-driven computation with event-time semantics.

Responsibilities

• Own and extend the position management system from end-to-end.
• Ingest start-of-day and intraday feeds from multiple custodians with full provenance.
• Build the reconciliation layer to surface breaks and drive resolution.
• Integrate pricing feeds to mark records to latest prints.

Skills

Position management

Event-driven

Python

SQL

AWS

Fargate

Education

Bachelor's degree in CS/CE

Tools

Aurora PostgreSQL

S3

CDK

CodePipeline

Parquet data lake

Job description

As Position Management System Engineer, you will own the firm's real-time system of record for what every client holds — the streaming platform where custodian files, order fills, and money movement converge into a single live view of holdings, transactions, and tax lots across every account.

Your Impact

• Own and extend greenfield position engine — the materialized-view pipeline that turns an append-only ledger into normalized, cross-vendor positions that update as events land, not on a batch schedule
• Onboard start-of-day and intraday feeds from Schwab, Fidelity, Pershing, and portfolio-accounting platforms into the raw layer with full provenance
• Build the reconciliation layer: continuously prove computed positions against what the street reports, surface breaks immediately, and drive them to resolution
• Integrate pricing feeds — SIP/consolidated data or vendors like ICE, Refinitiv, or Polygon — so every record carries a market value marked to the latest print
• Own the security master: the instrument reference data (CUSIP/ISIN/FIGI identifiers, fixed-income terms, option contracts) everything else resolves against
• Run it in production — capacity planning, alerting, and incident response for a system the trading desk depends on

The Ideal Match

• 5+ years building position management, portfolio accounting, or books-and-records systems at a broker-dealer, clearing firm, or RIA platform
• Fluent in cost-basis accounting and cancel/rebook semantics
• Thinks in incremental, event-driven computation — event-time semantics, at-least-once delivery, deduplication, checkpointing, and state management
• A builder's mindset — you'd rather own one critical system end-to-end than many shallow ones

Technical Stack

• ECS Fargate, backed by an Aurora PostgreSQL metadata store and S3 object storage
• Python and SQL
• Event backbone of Lambda, SNS/SQS, and EventBridge
• Infrastructure-as-code (CDK), CodePipeline-driven CI/CD, and Parquet-based data-lake integration

Bonus Points

• Corporate actions processing — splits, dividends, mergers — and their downstream effects
• Bitemporal or point-in-time modeling (as-of vs. as-known)
• Hands-on time with Materialize, Flink, or similar engines