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