Data Engineer, Cumberland/FICCO
DRWAbout the Role
The Data Engineer role is essential to developing valuable datasets and scalable data infrastructure critical to DRW's trading operations. You will be responsible for onboarding, transforming, and curating datasets while collaborating closely with traders, researchers, and quantitative developers to support options and delta-one trading strategies. Key responsibilities include:
- Build, maintain, and manage core trading datasets
- Implement data quality and control processes
- Incorporate new data from both internally derived and vendor systems
- Collaborate with research teams to apply novel ideas to historic data sets
- Create AI sympathetic annotations to new and existing data sets
Requirements
- 3+ years of demonstrated experience designing and implementing ingestion pipelines
- Foundational understanding of the Python data science ecosystem
- Strong understanding of option and future products and their respective data requirements
- Strong understanding of financial point-in-time and time-series data and analysis
- An understanding of the financial data vendor landscape and product offerings
- Proven expertise in developing data quality control processes to detect gaps or inaccuracies
- Experience with monitoring, observability, and alerting systems for data pipelines
- Proven ability to work in an agile, fast-paced environment and handle trading environment demands
What You'll Get
- $150k–$200k base salary
- Group medical, pharmacy, dental and vision insurance
- 401k (with discretionary employer match)
- Short and long-term disability
- Life and AD&D insurance
- Health savings accounts
- Flexible spending accounts