Derived Data Engineer
Jump TradingAbout the Role
The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on: bars and residuals computed from market data, extending to curves, volatility surfaces, greeks, and other derived signals. The team works hand-in-hand with trading desks to turn raw market data into research-ready analytics at scale.
The role offers the individual the opportunity to develop both business and technical expertise, while significantly contributing to our evolving code base.
- Working with a variety of datasets, provide a scalable, centralized, validated representation of data for consumers to utilize.
- Review and understand various datasets leveraging vendor documentation, liaising with external vendors as needed to better understand data.
- Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in colocated environments.
- Extend the derived-data platform to additional analytics such as curves, volatility surfaces, and greeks.
- Work closely with trading and research teams to understand how they use derived analytics and deliver calculations that fit their workflows.
- Document technical solutions and calculations clearly, translating complex methodology for less financially savvy stakeholders in terms non-technical stakeholders can act on.
Requirements
- 7+ years of software engineering experience, with strong proficiency in Python, Rust, and C++
- 5+ years calculating derived data, or working on a team that consumes it
- Direct experience calculating bars and residuals from market data (ideally from streaming, colocated market data)
- Good understanding of trading and research, and how trading teams work with analytical research
- Strong unit-testing / test-driven coding style
- Hands-on experience working within a Linux environment
- Willingness to diversify and master other technical skills on the job
- Excellent written and verbal communication, analytical, and problem-solving skills
- Strong communication skills, with the ability to document technical solutions and calculations in non-technical terms
- Instinctively curious self-starters, demonstrating the ability to independently drive tasks and projects to completion in a team environment
What You'll Get
- $200k–$250k base salary
- Private Medical, Vision and Dental Insurance
- Travel Medical Insurance
- Group Pension Scheme
- Group Life Assurance and Income Protection Schemes
- Paid Parental Leave
- Parking and Commuter Benefits
- Medical, dental, and vision insurance
- HSA, FSA, and Dependent Care options
- Employer Paid Group Term Life and AD&D Insurance
- Voluntary Life & AD&D insurance
- Paid vacation plus paid holidays
- Retirement plan with employer match
- Wellness Programs