Python Software Engineer
Jump Trading1 day ago
Sydney, AustraliaSenior
Responsibilities
- Build scalable, centralized, and validated representations of vendor and proprietary datasets for consumers.
- Review datasets using vendor documentation and liaise with external vendors, including China-based vendors.
- Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in collocated environments.
- Extend the derived-data platform to calculate curves, volatility surfaces, greeks, and other analytics.
- Work with trading and research teams to understand workflows and deliver suitable derived-data calculations.
- Contribute to APAC production support and continuity across the US–APAC time-zone handover.
- Document technical solutions and calculations clearly for technical and non-technical stakeholders.
Requirements
- 5+ years of software engineering experience with strong proficiency in Python.
- 5+ years of experience working with large datasets and direct experience calculating bars and residuals from market data, ideally streaming collocated market data.
- Good understanding of trading, research, and how trading teams use analytical research.
- Strong unit-testing and test-driven coding practices.
- Experience with data storage formats, filesystems, and event queues is preferred.
- Hands-on experience working in a Linux environment.
- Preferred working proficiency in Mandarin for collaboration with the Shanghai-based team and China-based vendors.
- Ability to learn and master additional technical skills, with strong communication, analytical, and problem-solving abilities.
About Jump Trading
Jump Trading is a privately held quantitative and high-frequency trading firm that designs low-latency systems and models to trade global markets across asset classes, including equities, futures, options, and cryptocurrencies. It trades its own capital rather than selling software or services, and operates from Chicago with offices across North America, Europe, and Asia; the firm was founded in 1999. Affiliates include Jump Crypto for digital assets and the venture arm Jump Capital.