Senior Volatility Data Specialist - Systematic Data Platform

Millennium • New York, NY

62d • $175,000 - $250,000

About The Position

We are building a world-class systematic data platform to power the next generation of our systematic portfolio engines. We are seeking a Volatility Data Specialist to join our Systematic Data Platform Group. The successful candidate will be part of a team focused on developing and maintaining our data platform, with a primary focus on volatility data (reference data, pricing, tick-level data, order book, vol surface, etc.).

Requirements

• 7+ years of professional experience in data engineering, research, or related fields.
• Proficiency in programming languages such as C++, Python, Java, KDB/Q, or Scala.
• Strong knowledge of algorithms and data structures.
• Experience with databases such as SQL Server, Oracle, Redshift, BigQuery, or Snowflake.
• Must have domain knowledge of equities options, index options, options volatility, and trading.
• Excellent communication skills to collaborate effectively with stakeholders.
• Strong self-management and problem-solving abilities.
• Ability to thrive in a fast-paced environment.
• Bachelor’s degree in Computer Science, Statistics, Informatics, Information Systems, or another quantitative field.

Responsibilities

• Design, create, and maintain the data platform, including data ingestion, data product creation, data curation, and ensuring data quality.
• Serve as a functional expert on options, particularly equities options, index options, options on futures, and options volatility.
• Collaborate with key stakeholders on platform transformation and the integration of data from diverse sources using KDB, Apache Iceberg, Parquet files, etc.
• Work closely with business and technology stakeholders to address data-related technical issues and support their data infrastructure needs.
• Develop data and analytical tools for internal customers to optimize data organization and drive innovation.
• Partner with data and analytics experts to enhance the functionality and efficiency of our data systems.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees