Python Software Engineer

Job Description

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About the role

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Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

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Our Data team is responsible for building a world class Data Platform with a centralized source of vendor and proprietary research data. This is a growing, high-visibility initiative, not greenfield, but early enough that this engineer will help shape it, with access across the entire platform as the team expands into proprietary datasets. The Vendor Data Group operates in a very dynamic environment utilizing a sophisticated and diverse technology stack, interfacing with all aspects of the firm (from Trading, Research, and Technology to Risk, Middle Office and Accounting) giving individuals within the group a full 360-degree view of Jump.

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The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on: bars and residuals computed from market data, extending to curves, volatility surfaces, greeks, and other derived signals. As Jump's trading style has evolved, the team has brought in new alternative datasets. We are looking for a skilled Software Engineer that will help normalize that data and make it available to researchers and traders at massive scale.

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What You’ll Do:

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The ideal candidate will be able to dig into the technical details and work with end-users to understand their needs and implement streamlined solutions to deliver results. We are looking for individuals who are instinctively curious self-starters, demonstrating the ability to independently drive tasks and projects to completion in a team environment.

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• Work with a variety of datasets, provide a scalable, centralized, validated representation of data for consumers to utilize.
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• Review and understand various datasets leveraging vendor documentation, liaising with external vendors (many China-based) as needed to better understand data.
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• Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in collocated environments.
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• Extend the derived-data platform to additional analytics such as curves, volatility surfaces, and greeks.
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• Work closely with trading and research teams to understand how they use derived analytics and deliver calculations that fit their workflows.
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• Contribute to APAC production support, helping ensure continuity across the US–APAC time-zone handover.
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• Document technical solutions and calculations clearly, translating complex methodology for less financially savvy stakeholders terms non-technical stakeholders can act on.
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• Other duties as assigned or needed.
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Skills You'll Need:

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• 5+ years of software engineering experience, with strong proficiency in Python. Rust or C++ is a strong plus.
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• 5+ years working on large sets of data and direct experience calculating bars and residuals from market data (ideally from streaming, collocated market data).
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• Good understanding of trading and research, and how trading teams work with analytical research.
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• Strong unit-testing / test-driven coding style.
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• Experience working with various data storage formats, filesystems, and event queues preferred.
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• Hands-on experience working within a Linux environment.
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• Preferred working proficiency in Mandarin to collaborate with the Shanghai-based team and liaise with China-based vendors.
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• Willingness to diversify and master other technical skills on the job.
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• Excellent written and verbal communication, analytical, and problem-solving skills.
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• Strong communication skills, with the ability to document technical solutions and calculations in non-technical terms.
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• Reliable and predictable availability.
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