Automated market making firm is looking for a data engineer to take ownership of the design and implementation of code and workflows surrounding the acquisition, cleaning and verification of reference and tick-by-tick data. The primary goal is to improve the robustness and quality of the data that is made available for production trading and research. Over time this role will evolve into a hands-on managerial role.
Must have experience with tick-by-tick exchange and reference data for equities and futures.
Proficiency in Perl, Python and C++ is required
Proficiency with R or KDB is preferred
Analytical experience is preferred