DRW's MASS team needs to build out the data platform for a mid-frequency systematic strategy, requiring a Data Engineer to lead the data build-out and implement high-quality data services for trading and research.
Requirements
- 7+ years of experience building data intensive platforms
- Prior experience working in a trading team with in-depth understanding of markets and data needed to trade systematically
- Prior experience sourcing and building high quality data sets for systematic strategies
- Prior experience implementing modern data pipelines and data lakes is preferable
- Working knowledge of high-level machine learning concepts and lifecycle
- Prior experience dealing with unstructured data
Responsibilities
- Collaborate with Portfolio Managers and Quantitative Researchers to identify data needs for a multi-asset systematic strategy group
- Lead the build-out of industry-leading data sets for trading mid-frequency systematic strategies
- Implement the right data sourcing strategy, robust data pipelines, and data quality management
- Own all the data needs for trading purposes and implement processes to deliver timely and accurate data sets every day of trading
- Design and development of features using proprietary or industry standard models
- Support the trading desk enabling daily efficient operation
Other
- A bachelor’s or a master’s degree in computer science, software engineering or equivalent
- Likes working in a fast paced and performance-oriented environment
- Annual base salary range for this position is $175,000 to $225,000, depending on the candidate’s experience, qualifications, and relevant skill set
- Eligible for an annual discretionary bonus
- Comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts
