Python Software Engineer

About the Role

Jump Trading Group fosters an environment of cutting-edge research, employing top talent in Mathematics, Physics, and Computer Science to push scientific boundaries and apply innovations to global financial markets. The company values creativity, intellectual honesty, fearlessness, and collaboration, striving for superior results through mutual respect and collective success. Beyond financial returns, Jump Trading also develops transformative technologies, supports startups, and partners with leading research institutions worldwide.

The Data team within Jump Trading is building a premier Data Platform that unifies vendor and proprietary research data into a centralized resource. This high-profile project is in its developmental stages, offering engineers the chance to shape the platform's evolution and gain exposure across all aspects of the firm, including Trading, Research, Technology, Risk, Middle Office, and Accounting.

The Derived Data team, part of the Vendor Data Group, creates analytical datasets essential for trading and research activities. Their work spans computing bars and residuals from market data to complex analytics like curves, volatility surfaces, greeks, and incorporating alternative datasets aligning with Jump's evolving trading strategies.

Key Responsibilities

• Handle diverse datasets to provide scalable, centralized, and validated data representations that serve multiple users.
• Analyze and comprehend various datasets, collaborate with external vendors (notably China-based) to clarify data specifications.
• Design, develop, and maintain systems computing bars and residuals from market data, including streaming data in collocated setups.
• Expand the derived-data platform to support advanced analytics such as curves, volatility surfaces, and greeks.
• Engage closely with trading and research teams to tailor derived analytics and calculations into their workflows.
• Participate in APAC production support to maintain smooth operational transitions between US and APAC time zones.
• Document technical methodologies and solutions clearly, translating complex financial concepts for understanding by non-technical stakeholders.
• Perform additional assignments as needed.

Required Skills and Experience

• Minimum five years of software engineering experience with strong expertise in Python; experience with Rust or C++ is highly beneficial.
• At least five years of direct experience working with large datasets and calculating bars and residuals from market data streams, preferably in collocated market data environments.
• Solid understanding of trading and research processes and how trading teams utilize analytical research.
• Strong focus on unit testing and test-driven development methodologies.
• Familiarity with various data storage technologies, filesystems, and event queue systems.
• Proficiency working in Linux environments.
• Preferred proficiency in Mandarin to facilitate collaboration with Shanghai-based teams and vendors in China.
• Willingness to learn and master new technical skills as required on the job.
• Excellent verbal and written communication skills, analytical thinking, and problem-solving capabilities.
• Reliability and consistent availability for team collaboration and support.