Derived Data Engineer at Jump Trading | Chicago, IL, US | Rezi

Derived Data Engineer at Jump Trading

Derived Data Engineer

Jump Trading · Chicago, IL, US

3 weeks ago

Derived Data Engineer

Jump Trading · Chicago, IL, US

22 days ago
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About the Role

The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on. The role offers the individual the opportunity to develop both business and technical expertise, while significantly contributing to our evolving code base.

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.

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

Skills

  • Python
  • Rust
  • C++
  • Linux

Experience Level

  • 7+ years of software engineering experience
  • 5+ years calculating derived data

Salary/Compensations

  • $200,000—$250,000 USD

Benefits

  • 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
  • Discretionary bonus eligibility
  • 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
  • Paid parental leave
  • Wellness Programs

About the Company

  • Jump Trading Group is committed to world class research. We empower 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. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting 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.