Software/Data Engineer - VP/ED level London based
Software/Data Engineer - VP/ED level
Our client is changing the world by connecting people and capital with ideas. You will be solving the most challenging and pressing engineering problems for clients. They build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. You will be creating new businesses, transforming finance, and exploring a world of opportunity at the speed of markets.
This group is at the critical center of the business, and this dynamic environment requires innovative strategic thinking and immediate, real solutions. They want to push the limit of digital possibilities.
- The Market Data Infra team is a global team that works closely with trading, desk strats and various engineering teams to provide efficient firmwide solutions for Market Data.
- Some of the projects they work on are:
- APIs for Market Data retrieval, modification, storage.
- Expression of market data in various coordinate systems and mappings between them.
- Tools that allow trading to maintain intra-day live curves. These tools are customizable to different desk needs and built-in collaboration with desk strats.
- APIs for creating intraday snapshots, transporting them and applying them.
- APIs that publish large scale Market Data internally to allow downstream applications (e.g. live pricing tools, live risk tools) to seamlessly consume that data.
- One of the key challenges is to create systems that can be used by multiple businesses. Whereas in the past various desks and businesses developed their own tools, they thrive to offer solutions that allow everyone to be on the same platform.
- Working on this core infrastructure facilitates other applications who can leverage the work to further build consolidated tools that can be used firmwide.
- This is a young team with large growth opportunities. The team covers all asset classes firmwide and as such will provide good exposure to a wide variety of businesses.
- Experience designing and developing scalable and reliable systems.
- Strong communication skills, desire to work in a global team.
- Commercial awareness.
- Judgement - ability to work with trading desks under significant time pressure.
- Knowledge of financial markets, particularly from a quantitative viewpoint, a plus for certain roles.
- Knowledge of SOA patterns, enterprise and cloud technologies a plus for certain roles.