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.

The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on: bars and residuals computed from market data, extending to curves, volatility surfaces, greeks, and other derived signals. The team works hand-in-hand with trading desks to turn raw market data into research-ready analytics at scale.

The role offers the individual the opportunity to develop both business and technical expertise, while significantly contributing to our evolving code base.

What You'll Do:

The ideal candidate will be able to dig into the technical details and work with end-users to understand their needs and implement streamlined solutions to deliver results. We are looking for individuals who are instinctively curious self-starters, demonstrating the ability to independently drive tasks and projects to completion in a team environment.

• Working with a variety of datasets, 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.

Skills You'll Need:

• 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

Benefits include:

• 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

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

Annual Base Salary Range

$200,000-$250,000 USD