Data Engineer (C++) | Quantitative Data & Studies | Experienced Hire Position Available In Montgomery, Pennsylvania

Data Engineer (C++) | Quantitative Data & Studies | Experienced Hire
Susquehanna International Group Bala-Cynwyd, United States
Posted 16 hours ago Permanent Competitive
Data Engineer (C++) | Quantitative Data & Studies | Experienced Hire
Susquehanna International Group Bala-Cynwyd, United States
Overview
Susquehanna is seeking a Data Engineer to work with petabytes of historical market data on a cluster with thousands of cores. In this role, you will be working on a team responsible for managing the data pipeline in generating rich data sets used by Equity and Futures strategies. As a hybrid data engineer/software engineer, you are building tools that analyze large data sets which directly impact and optimize our trading behavior and results. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.
As a member of this team, you will:
Work with historical tick-by-tick data for US Equities and Futures markets to create enriched data sets
Generate reference/derived data used by trading strategies
Optimize components across the data generation and data access pipeline
Understand the market microstructure and the electronic trading protocols
What we’re looking for
MS or PHD in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent plus 5 years of progressive experience developing software and data systems, or advanced graduate work.
Strong C++ programming skills
Experience with the Python data science stack: NumPy, pandas etc.
Experience with numeric data storage methodologies, e.g. hdf5
Experience with processing of large and varied data sets
Experience of working in a Linux environment preferred
Strong interpersonal and communication skills for interacting with traders, quantitative analysts, and other software developers
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Job ID 7449
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