Data Engineer (C++) | Quantitative Data & Studies | Experienced Hire

Bala Cynwyd (Philadelphia Area), PA, United States

⚠️ We'll shut down after Aug 1st - try foo🦍 for all jobs in tech ⚠️

Susquehanna International Group

Discover Susquehanna, a global quantitative trading firm with a passion for game theory and probabilistic thinking.

View all jobs at Susquehanna International Group

Apply now Apply later

Overview

Susquehanna 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

#LI-DT1

 

 

Apply now Apply later

* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰

Job stats:  0  0  0
Category: Engineering Jobs

Tags: Computer Science Engineering HDF5 Linux Mathematics NumPy Pandas PhD Python Research Trading Strategies

Region: North America
Country: United States

More jobs like this