The Firm
This is an algorithmic trading firm that actively trades tens of thousands of instruments on over eighty venues with a daily volume of almost three hundred billion USD. They partner with counterparties, exchanges, and e-trading venues globally to provide consistent liquidity in the Equity, FX, Fixed Income, Commodity & Options markets, helping market participants throughout the world obtain the best prices in the various asset classes covered.
Leveraging the talent of the people who work there, modern computational techniques and state-of-the-art research infrastructure, they analyse large data sets across markets quickly and efficiently, to maximise the effectiveness of proprietary trading algorithms. The models that drive trading strategies have evolved considerably over the last 10 years, from econometric methods, to trees, to neural networks, to modern deep learning architectures. They actively seek new methods and ideas.
At this firm, technology is their business and they’re a diverse organisation which attracts outstanding talent from across all industry backgrounds. Focused on teamwork, colleagues collaborate on all aspects of the business, working openly and with respect for each other, clients and the market. The culture is non-hierarchical and one where everyone is valued. They strive for excellence in everything they do.
The Role
Seeking an experienced software engineer to lead a new Data Engineering group. You will be responsible for building a new system for processing and managing daily data that is used throughout the firm including corporate actions, fundamentals, and index membership data.
They’re not trying to collect hundreds of alternative data sources; instead, the focus is on collating the data that is most critical to the firm, both now and as the business evolves, and ensuring that there is a singular, clean, easy to access and well-integrated repository of these data. As the owner of the firm’s daily data, you will be expected to anticipate the needs of the business and ensure the normalised data schema is minimal yet sufficient.
As with all technical leadership roles at this company, you can expect the majority of your role to be engineering rather than pastoral management of a team.
Essential Attributes
- You will have several years of experience working with financial data and in particular, experience with the subtleties of corporate actions will be crucial.
- You must be a confident programmer and proficient with at least one statically typed language (Java, C++, Go, etc). Much of the firm’s software is written in Go and although you will need to integrate with this existing software stack no prior Go experience is required (so long as you are willing to learn).
- You will be very comfortable with data analysis and statistics; required to ensure sufficiently clean data (for example regressions will be required to determine the market’s effective rate of withholding tax, so some knowledge of statistics or basic machine learning would be highly beneficial).
Benefits
- Onsite gym, sauna, and fitness classes at no charge.
- Extensive medical benefits including an on-site doctor and therapist at no charge.
- Breakfast and lunch provided daily.
- Various supports for caregivers, including emergency dependent care.
- Beautiful offices in central London.
- 25 days paid holiday per year + statutory holiday and paid sick days.
- Generous pension contributions.