Derived Data Engineer

As a Derived Data Engineer at Jump Trading, you build 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. You work hand-in-hand with trading desks to turn raw market data into research-ready analytics at scale, developing both business and technical expertise while contributing to an evolving codebase.

What you'll do

• Work with a variety of datasets to provide a scalable, centralized, validated representation of data for consumers to utilize
• Review and understand various datasets by leveraging vendor documentation and liaising with external vendors as needed
• Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in colocated environments
• Extend the derived-data platform to additional analytics such as curves, volatility surfaces, and greeks
• Work closely with trading and research teams to understand how they use derived analytics and deliver calculations that fit their workflows
• Document technical solutions and calculations clearly, translating complex methodology into terms non-technical stakeholders can act on

What you bring

• 7+ years of software engineering experience with strong proficiency in Python, Rust, and C++
• 5+ years calculating derived data or working on a team that consumes it
• Direct experience calculating bars and residuals from market data, ideally from streaming, colocated market data
• A good understanding of trading and research, and how trading teams work with analytical research
• Strong unit-testing and test-driven coding practices
• Hands-on experience working within a Linux environment
• Willingness to diversify and master other technical skills on the job
• Excellent written and verbal communication, analytical, and problem-solving skills

Nice to have

• Experience working with various data storage formats, filesystems, and event queues

What we offer

• Annual base salary of $200,000-$250,000 USD
• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care options
• Employer-paid group term life and AD&D insurance
• Voluntary life and AD&D insurance
• Travel medical insurance
• Group pension scheme
• Paid vacation plus paid holidays
• Retirement plan with employer match
• Paid parental leave
• Parking and commuter benefits
• Wellness programs

About Jump Trading

Jump Trading Group is a research-driven trading firm that empowers talent in mathematics, physics, and computer science to push scientific boundaries and apply cutting-edge research to global financial markets. The Data team builds a world-class data platform with a centralized source of vendor and proprietary research data, interfacing across trading, research, technology, risk, middle office, and accounting.