3 months ago
Base Salary
$150k - $200k/yr
Responsibilities
- Build, maintain, and manage core trading datasets.
- Design and implement ingestion pipelines for internal and vendor-provided data.
- Transform, curate, and incorporate new datasets into trading systems.
- Implement data quality and control processes to detect gaps and inaccuracies.
- Collaborate with traders, researchers, and quantitative developers on options and delta-one trading strategies.
- Apply novel research ideas to historical datasets.
- Create AI-sympathetic annotations for new and existing datasets.
- Use monitoring, observability, and alerting systems to support data pipelines.
Requirements
- At least 3 years of demonstrated experience designing and implementing ingestion pipelines.
- Foundational understanding of the Python data science ecosystem.
- Strong understanding of options and futures products and their data requirements.
- Strong understanding of financial point-in-time and time-series data and analysis.
- Understanding of the financial data vendor landscape and product offerings.
- Proven expertise developing data quality control processes.
- Experience with monitoring, observability, and alerting systems for data pipelines.
- Ability to work in an agile, fast-paced trading environment.
Benefits
- Comprehensive medical, pharmacy, dental, and vision insurance.
- 401(k) with discretionary employer match.
- Short- and long-term disability insurance.
- Life and AD&D insurance.
- Health savings accounts and flexible spending accounts.
Tech Stack
Categories
Data Engineering
About DRW
DRW is a privately held proprietary trading firm that uses its own capital to trade and invest across global markets and asset classes, powered by technology and research. Founded in 1992 and headquartered in Chicago, it develops trading systems for strategies ranging from seconds to years and manages its own risk rather than external client money. The firm operates internationally from multiple offices.