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
