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.

• Work 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 (many China-based) as needed to better understand data.
• Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in collocated 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.
• Contribute to APAC production support, helping ensure continuity across the US–APAC time-zone handover.
• Document technical solutions and calculations clearly, translating complex methodology for less financially savvy stakeholders terms non-technical stakeholders can act on.
• Other duties as assigned or needed.
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Skills You'll Need:

• 5+ years of software engineering experience, with strong proficiency in Python. Rust or C++ is a strong plus.
• 5+ years working on large sets of data and direct experience calculating bars and residuals from market data (ideally from streaming, collocated 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.
• Preferred working proficiency in Mandarin to collaborate with the Shanghai-based team and liaise with China-based vendors.
• 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.
• Reliable and predictable availability.