Python Software Engineer

As a Python Software Engineer at Jump Trading, you'll join the Derived Data team within the Vendor Data Group, building analytical datasets that trading and research teams rely on. You'll help normalize alternative datasets and make them available to researchers and traders at massive scale, working with bars, residuals, curves, volatility surfaces, greeks, and other derived signals computed from market data.

What you'll do

• Work with a variety of datasets to provide a scalable, centralized, validated representation of data for consumers to use
• Review and understand various datasets using vendor documentation, and liaise with external vendors, many China-based, as needed to understand data better
• Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in collocated 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
• Contribute to APAC production support, helping ensure continuity across the US-APAC time zone handover
• Document technical solutions and calculations clearly, translating complex methodology into terms non-technical stakeholders can act on

What you bring

• 5+ years of software engineering experience with strong proficiency in Python
• 5+ years working on large datasets with direct experience calculating bars and residuals from market data, ideally from streaming, collocated market data
• A good understanding of trading and research, and how trading teams work with analytical research
• A strong unit-testing and test-driven coding style
• Hands-on experience working within a Linux environment
• Excellent written and verbal communication, analytical, and problem-solving skills
• Reliable and predictable availability

Nice to have

• Rust or C++ proficiency
• Experience working with various data storage formats, filesystems, and event queues
• Working proficiency in Mandarin to collaborate with the Shanghai-based team and liaise with China-based vendors
• Willingness to diversify and master other technical skills on the job

About Jump Trading

Jump Trading Group empowers exceptional talent in mathematics, physics, and computer science to push scientific boundaries and apply cutting-edge research to global financial markets. The firm designs, develops, and deploys technologies that change the world, funds startups across industries, and partners with leading global research organizations and universities.