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Senior Data Engineer, Research Data Management

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Job Location
Chicago
Employment Type
Regular
Department
Technology
Targeted Start Date
Immediate

DRW is a diversified trading firm that utilizes our own capital and trades at our own risk.  We bring sophisticated technology and exceptional people together to solve complex problems in markets around the world and across many asset classes. We are motivated to compete at the highest level and unified by a commitment to operate with respect, curiosity and an open mind.

As a Senior Data Engineer on our Research Data Management team, you will play an integral role in managing various datasets used by Traders and Quantitative Researchers to analyze financial markets, determine trading opportunities, and establish trading strategies.

Technical requirements summary:

  • Be familiar with the details of various RDBMS’s (for example, Postgres, Oracle, SQL Server) and NoSQL solutions (for example, Spark)
  • Possess a range of user (Python) and system programming skills (C++)
  • Have the ability to design and evaluate data and data system architectures
  • Have the ability to organize and steer team sprints
  • Be able to contribute to project management and project reporting
  • Have prior direct exposure to different types of market and vendor data: Exchange direct, FIX or differing vendor data interfaces

What you will do in this role: 

  • Help govern/manage the data storage and data used for research and analysis by the various trading teams globally.
  • Contribute to planning and architecture of solutions for data management.
  • Work closely with Traders and Researchers to determine appropriate data sources, and implement processes to onboard and manage new data sources for analysis to unlock future trading opportunities.
  • Design and develop data solutions to help discover, purchase, organize, track usage, manage rights and control quality of data sets to address the needs of various DRW trading teams and strategies.
  • Design and Develop data analysis tools to enable Portfolio Managers and Traders to optimize existing trading strategies and more easily formulate new trade ideas.
  • Continually monitor data ingestion pipeline and data quality to ensure stability, reliability and quality of the data. Contribute to the monitoring and quality control software and processes.
  • Provide technical support to all other members if the Data management teams, and individuals closely related to consuming data on any DRW team or desk.

What you will need in this role:

  • 7+ years of database, ETL and process monitoring experience working with financial markets data
  • Prior experience developing data quality control processes to detect data gaps or inaccuracies.
  • Strong technical problem-solving skills
  • Proven ability to work in an agile, fast-paced environment, prioritize multiple tasks and projects, and efficiently handle the demands of a trading environment.
  • Familiarity with various database designs and their tradeoffs (Relational, Columnar, NoSQL, etc.)
  • Strong SQL query construction and SQL optimization skills. Understand in detail how SQL works on at least one RDBMS solution.
  • Prior experience with RDBMS techniques: stored procedures, table functions, partitioning or advanced SQL
  • Python coding requiring a basic Python coding skills test.
  • Python programming skills: Numpy, SciPy, Pandas and Jupyter Notebooks.
  • Familiarity with a large scale data processing engine such as Presto, Spark, HBase, Impala, Dask or similar.
  • Familiarity with big data serialization and file formats: ORC, Parquet. HDF5, Hive, HBASE, Avro and Google Protobuf.  Some expertise in one format or format(s). 
  • Ability to explain how files work with NoSQL in detail for some NoSQL solution.
  • Prior experience with Amazon Web Services or other cloud providers
  • Prior experience working with R, Matlab, or Tableau
  • Prior experience developing REST, GraphQL or OData services
  • Prior experience with Java, Scala, C++, Rust, Go or a systems programming language.

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