Derived Data Engineer

Jump Trading•Chicago, IL

5d•$200,000 - $250,000

About The Position

Jump Trading Group is committed to world-class research, empowering exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting-edge research to global financial markets. Our culture is unique, fostering constant innovation through fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incentivizing collaboration and mutual respect. At Jump, research outcomes drive more than superior risk-adjusted returns; we design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems. Our Data team is responsible for building a world-class Data Platform with a centralized source of vendor and proprietary research data. The Vendor Data Group operates in a very dynamic environment utilizing a sophisticated and diverse technology stack. The team interfaces with all aspects of the firm, from Trading, Research, and Technology to Risk, Middle Office and Accounting – providing individuals within the group a full 360-degree view of Jump. 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 codebase.

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
Experience working with various data storage formats, filesystems, and event queues preferred
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

Responsibilities

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 terms non-technical stakeholders can act on.