Description

You will build and maintain critical market data infrastructure and analytics tools for systematic research.

Responsibilities

• Monitor market data quality, detect gaps, and remediate data inconsistencies.
• Analyze latency, message flows, and microstructure behavior to optimize system performance.
• Clean, transform, and manage large-scale datasets in hybrid cloud and on-prem environments.
• Develop tools for market data capture, visualization, and diagnostics.
• Extend C++ analytics libraries and expose them via Python for alpha development.
• Collaborate with portfolio managers and quantitative researchers to implement trading use cases.

Required Skills

• Strong programming proficiency in C++, Python, and SQL.
• Experience with Linux and large-scale data processing.
• Proficiency in data analysis using the SciPy stack, PyTorch, or MATLAB.
• Ability to work with large, noisy, real-world datasets and modern statistical testing methods.
• Experience managing datasets including PCAP/PCAPNG and handling timestamp rules.
• Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, Engineering, or a quantitative field.
• 3+ years of experience in financial markets, electronic trading, or high-frequency environments.

Key Skills

Education

Bachelor's or Master's degrees