Quantitative Developer Pricing Data
Skills
About the Role
You will build and run production pricing-data systems used directly by traders and researchers. You will optimize live pricing systems, develop frameworks for replaying historical pricing calculations, and integrate external datasets. You will work across C++ and Python, collaborating with trading, research, and platform teams to turn requirements into reliable production systems.
Requirements
- Demonstrate strong engineering instincts and computer-science fundamentals
- Use C++ or Python productively and work comfortably in both
- Design distributed data systems
- Understand throughput, schema evolution, and historical replay trade-offs
- Apply monitoring, validation, and data-quality checks
- Collaborate with traders, researchers, and engineering teams to translate ambiguous requirements into production systems
Responsibilities
- Build and optimize live pricing systems that run throughout the trading day
- Develop replay frameworks for reproducing production pricing calculations over historical market data
- Integrate external datasets into the pricing ecosystem
- Build and run pricing-data systems for live and historical use
- Work with traders, researchers, and platform teams to deliver production systems
Benefits
- Performance-based bonus structure
- 25 paid vacation days
- Fully paid first-class commuting expenses
- Training opportunities
- Health-insurance discounts
- Office breakfast and lunch
- Barista coffee
- Sports and leisure activities
- Friday afternoon drinks
- Weekly in-house chair massages
- Relocation packages
- Visa sponsorship where necessary