Software Engineer, Core Data
Aquatic Capital Management7 days ago
Base Salary
$150k - $300k/yr
Responsibilities
- Implement and enhance market-data feed handlers for proprietary equities protocols such as ITCH, GTP, and PITCH.
- Build and maintain accurate, complete, consistent, quant-ready data archives.
- Collaborate with quantitative researchers to optimize the presentation of data products.
- Support new-market rollouts by identifying market nuances and recommending solutions.
- Contribute to reference data, universe, and non-market data initiatives across the Core Data team.
- Share market-data processing expertise, identify improvements, and mentor growing teammates.
- Build clear, documented, maintainable systems and improve supported systems over time.
Requirements
- BS/MS in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience.
- 5–10 years of professional software development experience, including 4+ years in the trading industry or hands-on experience at a market-data provider.
- Strong C++ and Python skills with a record of building production-grade systems.
- Hands-on experience implementing and maintaining handlers for proprietary equities protocols such as ITCH, GTP, or PITCH.
- Strong understanding of order books, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior.
- Experience maintaining quant-ready data archives, including normalization, gap detection, reconciliation, and backfills.
- Rust experience is a plus.
- Exposure to quantitative research needs, reference data, or data-pipeline tooling such as Dagster or Polars is helpful but not required.
- Ability to work autonomously across teams, build stakeholder alignment, and provide and receive actionable feedback.
Benefits
- Fully paid medical, dental, and vision coverage for employees and dependents.
- Competitive 401k plan and employer-paid life and disability insurance.
- Wellness programs, casual dress, snacks, lunch, game room, and team and company events.
- Open environment supporting learning and knowledge sharing.
- Generous PTO, paid holidays, and competitive paid caregiver leave.
About Aquatic Capital Management
Aquatic Capital Management is a privately held quantitative investment firm that develops systematic trading strategies for global financial markets. It manages capital for institutional and accredited investors and runs a research and production trading platform spanning on-premises infrastructure and hybrid cloud (GCP and AWS) for backtesting, feature computation, and market data processing. The firm is headquartered in Chicago, Illinois.