Senior Derived Data Engineer – Market Data & Analytics

JobCubby; Chicago, Northern (IL, KY); Hybrid; USD 200,000 - 250,000; Full time

Benefits offered by this job

Private Medical Insurance

Pension Scheme

Paid Parental Leave

Parking and Commuter Benefits

Job summary

Jump Trading Group in Chicago seeks a senior data-engineering professional to own the derived data platform and collaborate with trading and research teams. You will design, implement, and scale systems for bars, residuals, curves, and greeks from market data, including streaming data in colocated environments, while maintaining a strong testing culture.

Join a team that values technical excellence, rigorous data validation, and close collaboration with traders to translate complex analytics

Qualifications

• 7+ years of software engineering experience.
• 5+ years calculating derived data or consuming it.
• Experience calculating bars and residuals from market data, ideally streaming/colocated.

Responsibilities

• Build and maintain systems that calculate bars and residuals from market data, including streaming data.
• Extend the platform to curves, volatility surfaces, and greeks.
• Collaborate with trading and research teams to fit workflows.
• Document technical solutions and calculations in non-technical terms.

Skills

Python

Rust

C++

Unit-testing

Linux

Job description

Jump Trading Group in Chicago seeks a senior data-engineering professional to own the derived data platform and collaborate with trading and research teams. You will design, implement, and scale systems for bars, residuals, curves, and greeks from market data, including streaming data in colocated environments, while maintaining a strong testing culture.

Join a team that values technical excellence, rigorous data validation, and close collaboration with traders to translate complex analytics