Tuesday, January 13, 2009

Sr. Market Data Engineer (Level 2 Market Data): $130 - 250K

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Description

Lead Market Data Specialist for one of the premier high frequency trading groups in Chicago. In this newly created role, candidates will be responsible for building and leading the Market Data Analysis team, which will deliver market data solutions to the high frequency trading group. The role will span across system development, analysis, and management of the market data system and team.

Candidates must have extensive experience delivering market data solutions to high-frequency traders.

Job Description
- Market data expert for the firm
- Manage and fulfill all requests for data from various trading desks around the world.
- Acquire historical data from external vendors as needed.
- Design effective solutions for managing, storing and retrieving historical data.
- Responsible for data normalization and cleanup
- Write scripts which cleanup, normalize, manage and extract market data.
- Assist development in design of applications that consume market data.
- Manage projects and deliver on time with periodic status reports to management.
- Work collaboratively with IT and trading teams around the world to achieve firm goals.
- Provide support off-hours and remotely when needed
- Comfortable working in a demanding, high-pressure environment
- Effective communicating with traders and technology staff

Requirements

Experience
- Minimum 3 years experience providing market data solutions including Level 2 tick data to high-frequency traders
- Experience working with vendors to acquire historical data
- Experience with real-time low-latency market data feeds
- Experience writing applications which store, transform and extract market data
- Experience with SQL databases and trading applications very helpful

Knowledge
Extensive knowledge of historical and real time market data systems
Food knowledge of Perl or other scripting language
Good knowledge of Windows and Linux preferred
Good knowledge of TCP/IP networks

Education/Certifications
Bachelor's degree in Computer Science, Engineering or a related field is preferred

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