Trading Data Engineer: Build & Validate Datasets

Theblockchainassociation; Chicago (IL); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

401k with match

Health Savings Account (HSA)

Flexible Spending Account (FSA)

Disability insurance

Life & AD&D insurance

Job summary

DRW Cumberland & Options Data Engineering is seeking a Data Engineer to onboard, transform, and curate datasets for trading. You will collaborate with traders, researchers, and quantitative developers to support options and delta-one strategies.

You will build core datasets, ensure data quality, and incorporate data from internal and vendor sources, while enabling robust APIs for fast data retrieval and accessibility.

Qualifications

• Foundational understanding of the Python data science ecosystem.
• 3+ years designing and implementing ingestion pipelines.
• Strong understanding of option and future products and their data requirements.
• Experience with financial point-in-time and time-series data analysis.
• Knowledge of the financial data vendor landscape and offerings.
• Proven data quality control processes to detect gaps or inaccuracies.
• Experience with monitoring, observability, and alerting systems for data pipelines.
• Ability to work in an agile, fast-paced environment in trading.

Responsibilities

• Build, maintain, and manage core trading datasets
• Implement data quality and control processes
• Incorporate new data from internally derived and vendor systems
• Collaborate with research teams to apply ideas to historic data
• Create AI sympathetic annotations to new and existing data sets

Skills

Python ecosystem

Ingestion pipelines

Option/futures data

Time-series data

Vendor data landscape

Data quality processes

Monitoring and alerting

Agile environment

Tools

APIs

Job description

DRW Cumberland & Options Data Engineering is seeking a Data Engineer to onboard, transform, and curate datasets for trading. You will collaborate with traders, researchers, and quantitative developers to support options and delta-one strategies.

You will build core datasets, ensure data quality, and incorporate data from internal and vendor sources, while enabling robust APIs for fast data retrieval and accessibility.