Derived Data Engineer
Core
Build analytical datasets (bars, residuals, curves, volatility surfaces, greeks) from raw market data for trading and research teams.
Role type
Senior IC derived data engineer (financial markets)
Builds
Scalable, centralized, validated derived data platforms and analytics
Domain
Financial markets / quantitative trading
Deliverable
production ML models | product features
Required skills
Python, Rust, C++, unit-testing, Linux environment, data storage formats, event queues, streaming data processing
Preferred skills
Vendor data documentation, external vendor liaison, colocated environments
Technologies
Python, Rust, C++, Linux, event queues
Responsibilities
Design and maintain systems to calculate bars and residuals from market data; extend platform to curves, volatility surfaces, and greeks; collaborate with trading and research teams to deliver workflow-fit calculations; document technical solutions for non-technical stakeholders.
Seniority
Senior, hands-on IC
