Software Engineer - Automated Trading

SIG Susquehanna

  • Philadelphia, PA Bala Cynwyd, PA
  • Permanent
  • Full-time
  • 2 months ago
OverviewSIG 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 Susquehanna