DRW

Equities Data Engineer

DRW$175K — $200K *
Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • Over five years of experience in architecting ingestion pipelines.
  • Preferred experience with equities, indices, futures, or delta-one trading data.
  • Experience in processing financial market data, both real-time and batch.
  • Ability to thrive in a fast-paced, agile trading environment.
  • Strong knowledge of point-in-time and time-series financial data analysis.
  • Expertise in developing frameworks for data quality control.
  • Experience with data pipeline monitoring and alerting systems.
  • Proficient in on-premise Linux systems and cloud platforms.
  • Familiar with automated testing, CI/CD, and MLOps methodologies.
  • Knowledge of file formats like Parquet and Iceberg.

Responsibilities

  • Collaborate with traders, researchers, and analysts to structure data for trading strategies and predictive models.
  • Build and maintain resilient data pipelines for batch and streaming data.
  • Develop monitoring tools to ensure pipeline reliability and performance.
  • Optimize data storage and processing across various environment types.
  • Implement data governance and security standards.
  • Establish data quality practices to identify inconsistencies and staleness.
  • Maintain dataset correctness for research and trading accuracy.
  • Work with platform teams to optimize pipeline production and efficiency.

Benefits

  • Comprehensive group medical, pharmacy, dental, and vision insurance.
  • 401k plan with discretionary employer match.
  • Short and long-term disability insurance.
  • Life and AD&D insurance.
  • Health savings accounts and flexible spending accounts.
Full Job Description
We are seeking an Equities Data Engineer to join the MASS (Multi-asset Systematic Strategies) trading team. In this role, you will be responsible for onboarding, transforming, and managing diverse financial datasets. You will collaborate closely with traders, researchers, and quantitative developers to analyze equity and futures data, identify alphas, and develop global delta-one trading strategies.

Key Responsibilities:
  • Partner with traders, researchers, and analysts to deliver well-structured data that powers trading strategies, predictive models, and AI/ML applications.
  • Build, automate, and maintain resilient pipelines for cleaning, validating, and transforming batch and streaming data that feed into medallion architectures.
  • Develop observability, monitoring, and alerting tools to provide complete visibility into pipeline reliability and performance.
  • Optimize tiered data storage and elastic processing across on-prem, cloud, and hybrid environments to ensure scalable and cost-effective solutions.
  • Enforce data governance, controls, and security standards to preserve confidentiality and operational integrity.
  • Implement data quality frameworks (validation, reconciliation, anomaly detection) to detect gaps, staleness, and corporate action/market data inconsistencies.
  • Maintain point-in-time correctness across datasets used for research and live trading; ensure reproducibility of signals and backtests.
  • Collaborate with platform/infrastructure teams to productionize pipelines, improve runtime efficiency, and meet latency and availability requirements.

Qualifications:
  • Over five years of demonstrated experience designing ingestion pipelines.
  • Familiarity with equities, equity indices, futures, or delta one trading data preferred.
  • Experience processing real-time and batch financial market data.
  • Proven ability to work in an agile, fast-paced environment and handle trading environment demands.
  • Strong understanding of financial point-in-time and time-series data and analysis.
  • Proven expertise in developing data quality control processes to detect gaps or inaccuracies.
  • Experience with monitoring, observability, and alerting systems for data pipelines.
  • Competent in both on-premise Linux systems and cloud platforms.
  • Proficient in automated testing, CI/CD practices, and MLOps.
  • Well-versed in compressed and optimized file formats such as Parquet and Iceberg.

The annual base salary range for this position is $175,000 to $200,000 depending on the candidate's experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

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About DRW

DRW is a financial trading firm that specializes in derivatives trading. The company was founded in 1992 by Don Wilson and has since grown to have offices in Chicago, London, Montreal, New York, and Singapore. DRW trades a variety of financial instruments, including futures, options, and cryptocurrencies. The company is known for its quantitative trading strategies and has developed a number of proprietary trading systems. DRW is also involved in venture capital and has invested in a number of technology startups.
Learn more about DRW
Size
1,000 employees
Industry
Founded
1992

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