Python Software Engineer
Core
Build and maintain systems that calculate bars, residuals, curves, volatility surfaces, and greeks from market data for trading and research teams.
Role type
Senior Python Software Engineer (Financial Data Engineering)
Builds
Scalable, centralized derived-data platform for market analytics
Domain
Financial markets / Quantitative trading
Deliverable
production ML models | product features
Required skills
Python, large-scale data processing, market data calculation (bars/residuals), streaming data handling, Linux, unit testing, data storage formats, event queues
Preferred skills
Rust, C++, Mandarin, collocated market data experience
Technologies
Python, Linux, event queues, data storage formats
Responsibilities
Design and build systems to calculate bars and residuals from market data; extend platform to analytics like curves and volatility surfaces; work with trading/research teams to deliver workflow-fit calculations; support APAC production handover; document technical solutions for non-technical stakeholders
Seniority
Senior, hands-on IC