Software Engineer – Automated Trading

Key Skills

Algorithms, C++, Data cleaning / Data cleansing, Data pipelines, Data science techniques, Effective communication skills, IT, Large data sets, Linux Operating system, Mathematical modeling, NumPy, Pandas, Python Programming, Software Development

Job Description

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

SIG does not accept unsolicited resumes from recruiters or search firms. Any resume or referral submitted in the absence of a signed agreement will become the property of SIG and no fee will be paid.