Derived Data Engineer
Jump Trading is a global trading firm.
About Jump Trading
Jump Trading is a global trading firm focused on research-driven trading and the engineering of scalable models, tools, infrastructure, and execution systems. Its operations combine trading, technology, AI/ML, and quantitative research, and it also runs research and talent programs including conference travel grants and a fellowship program.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will build scalable systems that transform market data into validated analytical datasets. You will calculate bars, residuals, curves, volatility surfaces, and greeks, work with external data providers, support trading and research users, and document technical calculations clearly.
Requirements
- 7+ years of software engineering experience
- Strong proficiency in Python, Rust, and C++
- 5+ years calculating derived data or working with teams that consume it
- Experience calculating bars and residuals from market data
- Understanding of trading and research workflows
- Strong unit testing and test-driven development practices
- Experience with data storage formats, filesystems, or event queues
- Experience working in Linux
- Strong written and verbal communication
- Analytical and problem-solving skills
Responsibilities
- Build validated representations of diverse datasets
- Review datasets and interpret vendor documentation
- Calculate bars and residuals from market data
- Extend platforms with curves, volatility surfaces, and greeks
- Work with trading and research users to define analytical needs
- Document technical solutions and calculations
- Translate complex methodologies into actionable explanations
Benefits
- Private medical, vision, and dental insurance
- Travel medical insurance
- Group pension scheme
- Group life assurance and income protection schemes
- Paid parental leave
- Parking and commuter benefits
- Discretionary bonus eligibility
- HSA, FSA, and dependent care options
- Employer-paid group term life and AD&D insurance
- Voluntary life and AD&D insurance
- Paid vacation and holidays
- Retirement plan with employer match
- Wellness programs