Aquaticcapitalmanagement
Software Engineer, Core Data
Chicago, New York, London. Posted a month ago
The role
Software Engineers will build and maintain quant-ready data archives and implement data pipelines. You will partner with Research, Engineering, and Trading Operations to support global market expansion.
What you will do
- Build and maintain quant-ready data archives
- Implement, enhance, and standardize data pipelines and data processes
- Build domain expertise in the content of the data products
- Implement and enhance feed handlers for proprietary equities protocols for the market data role
- Collaborate with quantitative researchers to optimize data products
- Support the rollout of new markets
- Share expertise in data processing tradeoffs and mentor teammates
- Participate in initiatives across the Core Data team
Required qualifications
- BS/MS in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience
- Strong Python and a track record of building production-grade systems
- Experience with modern data tooling: Dagster or similar orchestration, Polars, Parquet, SQL, and object stores such as S3
- Experience maintaining quant-ready data archives, including normalization, gap detection, reconciliation, and backfills
- Market data role: 5-10 years of professional software development experience, including 4+ years in the trading industry or at a market data provider
- Market data role: Strong C++ required
- Market data role: hands-on experience with feed handlers for ITCH, GTP, or PITCH
- Market data role: strong understanding of order book mechanics, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior
- Data engineering role: 4+ years of professional software development experience
Nice to have
- C++ or Rust is a plus for both roles
Benefits
- Fully paid medical, dental, and vision for employees and dependents
- Competitive 401k plan
- Employer-paid life & disability insurance
- Wellness programs
- Casual dress
- Snacks
- Lunch
- Game room
- Team and company events
- Open environment to maximize learning and knowledge sharing
- Generous PTO
- Paid holidays
About the company
Aquatic is a quantitative investment manager in its early stage of growth. The firm applies scientific research and technological innovation to global financial markets.