DRW Cumberland & FICC Options Data Engineering team needs to develop valuable datasets and scalable data infrastructure critical to trading operations, ensuring seamless data flow and accessibility to support data-driven decision-making for options and delta-one trading strategies.
Requirements
- 3+ years of demonstrated experience designing and implementing ingestion pipelines
- Foundational understanding of the Python data science ecosystem
- Strong understanding of option and future products and their respective data requirements
- Strong understanding of financial point-in-time and time-series data and analysis
- An understanding of the financial data vendor landscape and product offerings
- Proven expertise in developing data quality control processes to detect gaps or inaccuracies
- Experience with monitoring, observability, and alerting systems for data pipelines
Responsibilities
- Build, maintain, and manage core trading datasets
- Implement data quality and control processes
- Incorporate new data from both internally derived and vendor systems
- Collaborate with research teams to apply novel ideas to historic data sets
- Create AI sympathetic annotations to new and existing data sets
Other
- Proven ability to work in an agile, fast-paced environment and handle trading environment demands
