Data Engineer

Company:
Location: New York, NY 10014

*** Mention DataYoshi when applying ***

Role Description

We are currently recruiting for a Data Engineer on our Core Execution team. The Core Execution team specializes in developing trading infrastructure for equities, futures, and options strategies. Strategies require proximity to market activities, efficient and scalable market data consumption, and robust order routing and execution capabilities. The individual in this position will work on the Consolidated Audit Trail (CAT) project to track orders throughout their life cycle and identify the exchanges and broker-dealers handling them, thus allowing regulators to efficiently track activity in Eligible Securities throughout the U.S. markets.

As a Data Engineer, you will…

  • Design and implement ETL layer for merging of order events and market data.
  • Develop reporting infrastructure on premises and in the cloud (AWS, Google Azure).
  • Collaborate w/ end users (e.g. business analysts and Firm principals) on reporting prototypes.
  • Document the platform.
  • Train business analysts and Firm principals on reporting infrastructure.
  • Interact w/ regulators and counter-parties (e.g. brokers and exchanges) on new reporting requirements, issues, and requests.

Requirements

  • Undergraduate or other professional degree/certification in Computer Science, Computer Engineering, w/ a focus on Data Engineering.
  • Programming languages: SQL, Python.
  • Previous Financial Industry experience.
  • Understanding of the different asset classes (Equity, Options, Futures, etc).
  • Knowledge of different route types (Broker Dealer, Exchange, ATS).
  • Knowledge of different order types (Market, Limit, Peg, etc).
  • Training/experience with database design and administration.

Additional skills/experience that will reflect favorably

  • Automation platform, e.g. Airflow.

*** Mention DataYoshi when applying ***

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