Derived Data Engineer

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Our Data team is responsible for building a world class Data Platform with a centralized source of vendor and proprietary research data. The Vendor Data Group operates in a very dynamic environment utilizing a sophisticated and diverse technology stack. The team interfaces with all aspects of the firm, from Trading, Research, and Technology to Risk, Middle Office and Accounting – providing individuals within the group a full 360-degree view of Jump.

The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on: bars and residuals computed from market data, extending to curves, volatility surfaces, greeks, and other derived signals. The team works hand-in-hand with trading desks to turn raw market data into research-ready analytics at scale.

The role offers the individual the opportunity to develop both business and technical expertise, while significantly contributing to our evolving code base.

What You’ll Do:

The ideal candidate will be able to dig into the technical details and work with end-users to understand their needs and implement streamlined solutions to deliver results. We are looking for individuals who are instinctively curious self-starters, demonstrating the ability to independently drive tasks and projects to completion in a team environment.

Working with a variety of datasets, provide a scalable, centralized, validated representation of data for consumers to utilize.

Review and understand various datasets leveraging vendor documentation, liaising with external vendors as needed to better understand data.

Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in colocated environments.

Extend the derived-data platform to additional analytics such as curves, volatility surfaces, and greeks.

Work closely with trading and research teams to understand how they use derived analytics and deliver calculations that fit their workflows.

Document technical solutions and calculations clearly, translating complex methodology for less financially savvy stakeholders terms non-technical stakeholders can act on.

Skills You'll Need:

7+ years of software engineering experience, with strong proficiency in Python, Rust, and C++

5+ years calculating derived data, or working on a team that consumes it

Direct experience calculating bars and residuals from market data (ideally from streaming, colocated market data)

Good understanding of trading and research, and how trading teams work with analytical research

Strong unit-testing / test-driven coding style

Experience working with various data storage formats, filesystems, and event queues preferred

Hands-on experience working within a Linux environment

Willingness to diversify and master other technical skills on the job

Excellent written and verbal communication, analytical, and problem-solving skills

Strong communication skills, with the ability to document technical solutions and calculations in non-technical terms

Benefits include:

Private Medical, Vision and Dental Insurance

Travel Medical Insurance

Group Pension Scheme

Group Life Assurance and Income Protection Schemes

Paid Parental Leave

Parking and Commuter Benefits

Benefits

Discretionary bonus eligibility

Medical, dental, and vision insurance

HSA, FSA, and Dependent Care options

Employer Paid Group Term Life and AD&D Insurance

Voluntary Life & AD&D insurance

Paid vacation plus paid holidays

Retirement plan with employer match

Paid parental leave

Wellness Programs

Annual Base Salary Range

$200,000 — $250,000 USD