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Software Engineer – Algorithmic Trading

Software Engineer – Algorithmic Trading


SIG is seeking a Data Engineer to work with petabytes of historical market data on a cluster with thousands of cores.  In this role, you will be working on a team responsible for managing the data pipeline in generating rich data sets used by Equity and Futures strategies. As a hybrid data engineer/software engineer, you are building tools that analyze large data sets which directly impact and optimize our trading behavior and results.  This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.  


As a member of this team, you will:

  • Work with historical tick-by-tick data for US Equities and Futures markets to create enriched data sets
  • Generate reference/derived data used by trading strategies
  • Optimize components across the data generation and data access pipeline
  • Understand the market microstructure and the electronic trading protocols

What we're looking for
  • MS or PHD in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent plus 5 years of progressive experience developing software and data systems, or advanced graduate work.
  • Strong C++ programming skills
  • Experience with the Python data science stack: NumPy, pandas etc.
  • Experience with numeric data storage methodologies, e.g. hdf5
  • Experience with processing of large and varied data sets
  • Experience of working in a Linux environment preferred
  • Strong interpersonal and communication skills for interacting with traders, quantitative analysts, and other software developers