Software Engineer, Core Data
About The Position
Aquatic is hiring a Software Engineer for its Core Data team. The team owns the data systems used by research and trading, including real-time market, alternative, and reference data, and is expanding these systems as the firm enters new markets globally. This role focuses particularly on market-by-order feed handling across global markets. The engineer will work closely with Research, Engineering, and Trading Operations in a lean, autonomous, hands-on team whose work is closely connected to the business and has firm-wide impact. The role includes developing and maintaining proprietary equities market-data feed handlers and quant-ready data archives, collaborating with researchers to improve data products, supporting entry into new markets, sharing expertise, mentoring teammates, and contributing to other Core Data initiatives. Aquatic emphasizes clear, documented, maintainable systems and continuous improvement.
Requirements
- Bachelor’s or master’s degree in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience.
- 5–10 years of professional software development experience, including 4 or more years in the trading industry or hands-on experience at a market data provider.
- Strong C++ and Python skills and a track record of building production-grade systems.
- Hands-on experience implementing and maintaining handlers for proprietary equities protocols such as ITCH, GTP, or PITCH.
- Strong understanding of feed information, including order book mechanics, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior.
- Experience maintaining quant-ready data archives, including normalization, gap detection, reconciliation, and backfills.
- Strong bias for action, accountability, and internal urgency.
- Deep curiosity about data and financial markets, and a desire to independently seek the best solutions.
- Ability to work across teams and align with stakeholders who have their own priorities.
- Comfort providing and receiving actionable feedback in a collaborative team setting.
- Motivation to work in an ambitious environment with driven colleagues.
Nice To Haves
- Rust experience.
- Exposure to quantitative research needs, reference data, or modern data pipeline tooling such as Dagster or Polars.
Responsibilities
- Implement and enhance market data feed handlers for proprietary equities protocols, including ITCH, GTP, PITCH, and related data processes.
- Build and maintain quant-ready data archives that are correct, complete, and consistent.
- Collaborate with quantitative researchers to understand their data use and optimize the presentation of data products.
- Support rollout into new markets by identifying market-specific nuances and recommending sensible solutions.
- Share expertise in market-data processing tradeoffs, identify opportunities for improvement, and mentor teammates.
- Participate in Core Data initiatives involving reference data, universe, and non-market data.
- Build clear, documented, maintainable systems and improve systems the engineer supports.
Benefits
- For full-time employees, fully paid medical, dental, and vision coverage for employees and dependents.
- Competitive 401(k) plan.
- Employer-paid life and disability insurance.
- Wellness programs.
- Casual dress.
- Snacks and lunch.
- Game room.
- Team and company events.
- Open environment intended to maximize learning and knowledge sharing.
- Generous paid time off.
- Paid holidays.
- Competitive paid caregiver leaves.
- Potential discretionary bonus, which can be a significant portion of total compensation.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
