Software Engineer - Automated Trading
SIG Susquehanna
- Philadelphia, PA Bala Cynwyd, PA
- Permanent
- Full-time
- 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
- 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