Description:
As a Senior Engineer on the Reference Data team, you will be building our next-generation multi-asset, global security master platform providing critical functionality for the trading, research, middle and back office processes. You will help expand reference data coverage and contribute to the data quality controls definition and automation. You will work closely with quants, traders and development teams to onboard new datasets, unlock new business opportunities and scale as markets grow.
Responsibilities:
- Develop simple resilient services, both in the cloud and on-prem, to read, process, and distribute security reference data within the firm
- Contribute to an asset class-agnostic security master that will provide scale to quickly add new asset types, enrichment, and data sets
- Develop and collaborate on client APIs written in C++, Java and Python, with quants and developers in research, pricing and valuation, trading, exchange access, inventory, compliance, risk management and operations
- Be an active member of a software engineering team whose role is to understand requirements, propose solutions, and deliver software into production in a timely and robust manner
- Use new technologies and architectures with continuous improvement in mind
- Contribute to the growth of our platform through in team code reviews and system reviews, standardizing methodologies and CI/CD tooling
Key requirements:
- Experience loading and processing security reference data and/or alternate data sets from exchanges and vendors such as Bloomberg, Refinitiv, S&P, etc.
- Experience working in a quantitative/systematic trading environment; understanding of financial markets, instruments, corporate actions, and their effects on financial instruments life cycle
- Proficiency and comfort working in multiple programming languages including at least two of the following: Python, Java, and/or C++
- 5+ years of development experience
- Knowledge of database technologies e.g. SQL, Snowflake and ability to write complex queries
- Familiarity to streaming technologies e.g. Kafka, Solace
- Experience with cloud environments e.g. Azure, AWS, GCP is not required, however is preferred
- Experience with multi-threaded, event-driven, and micro-services application architecture