Software Engineer, Core Data

Aquatic Capital Management; Chicago (IL); Sur place; USD 150 000 - 300 000; Plein temps

Avantages offerts par ce poste

Medical, dental, vision for employees+

401k plan

Employer‑paid life & disability

Wellness programs

Casual dress

Snacks and lunch provided

Game room

Team and company events

Generous PTO and holidays

Résumé du poste

Aquatic Capital Management is seeking a Software Engineer to join the Core Data team. You will build and maintain market data feed handlers, create reliable data archives, and work with researchers to tailor data products for trading and research.

The role emphasizes hands-on development, collaboration across Research, Engineering, and Trading Operations, and expanding data capabilities for global markets.

Qualifications

• BS/MS in CS/EE or related field or equivalent experience.
• 5–10 years of professional software development, 4+ in trading or market data.
• Strong C++ and Python; Rust is a plus; production-grade systems experience.
• Hands-on experience with proprietary equities protocols (ITCH, GTP, PITCH).
• Knowledge of order book mechanics, trade/quote conditions, venue behavior.

Responsabilités

• Implement and enhance market data feed handlers for proprietary equities protocols.
• Build and maintain quant-ready data archives for researchers.
• Collaborate with researchers to optimize data presentation.
• Support rollout of new markets as the firm expands globally.
• Share expertise on data processing tradeoffs and mentor teammates.
• Participate in Core Data initiatives including reference data and pipelines.

Connaissances

C++

Python

Rust

Market data feeds

Protocol handling (ITCH, GTP, PITCH)

Formation

BS/MS in Computer Science or Electrical Engineering or related field

Outils

Dagster

Polars

Description du poste

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting‑edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.

At Aquatic, we are actively recruiting for a Software Engineer to join our Core Data team. Core Data owns the data systems that our research and trading depend on, from real‑time market data to alternative data and reference data, and we are expanding those systems as the firm enters new markets around the world. While all team members work across our entire platform, this position seeks to expand our expertise in “market‑by‑order” feed handling across global markets as a key skillset.

You will partner with colleagues across Research, Engineering, and Trading Operations. The team is lean, highly autonomous, and the work is hands‑on and close to the business. Your efforts will have a visible impact across the entire firm.

Role Details

• Implement and enhance market data feed handlers for proprietary equities protocols (ITCH, GTP, PITCH, and others), along with the data processes around them.
• Build and maintain quant‑ready data archives that researchers can trust for correctness, completeness, and consistency.
• Collaborate with quantitative researchers to understand how they use our data, and optimize the presentation of our data products accordingly.
• Support the rollout of new markets as part of the firm's global expansion, identifying market nuances and recommending sensible solutions.
• Share expertise in market data processing tradeoffs with the broader team; identify opportunities for improvement and mentor growing teammates.
• Participate in initiatives across the Core Data team, including reference data, universe, and non‑market data.
• Exemplify our engineering priorities: build systems you are happy to support, because they are clear, documented, and maintainable; leave systems you support a bit better for your touch.

Technical Experience

• BS/MS in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience.
• 5-10 years of professional software development experience, including 4+ years in the trading industry or hands‑on experience at a market data provider.
• Strong C++ and Python, and a track record of building production‑grade systems. Rust experience is a plus.
• Hands‑on experience implementing and maintaining handlers for proprietary equities protocols such as ITCH, GTP, or PITCH.
• Strong understanding of the information these feeds communicate: order book mechanics, trade and quote conditions, auctions, odd lots, corrections, and venue‑specific behavior.
• Experience maintaining quant‑ready data archives, including normalization, gap detection, reconciliation, and backfills.
• Helpful but not required: exposure to quantitative research needs, reference data, or modern data pipeline tooling (Dagster, Polars, or similar).

Candidate Qualities

• Strong bias for action
• Driven by accountability and internal urgency
• Deep curiosity about data and the markets that produce it
• Desire to independently seek best solutions
• Comfortable working across teams and building alignment with stakeholders who have their own priorities
• Comfortable providing and receiving actionable feedback in a collaborative team setting
• Motivated by an ambitious environment and driven colleagues

Compensation

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Benefits

• Benefits: For full‑time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer‑paid life & disability insurance
• Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
• Development: Open environment to maximize learning and knowledge sharing
• Time: Generous PTO, paid holidays, competitive paid caregiver leaves

Aquatic Capital

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.