Job Description:
Be a subject matter expert in our market data platforms, consisting of real-time and financial time series components
Work closely with traders, researchers and engineers to integrate market data platforms into research lifecycles
Help verify, clean, and ensure data is accurate and consistent across systems used for research and analysis
Analyse datasets to draw conclusions and provide insight to address stakeholder or project-related questions
Collect metrics and analyse datasets across different dimensions of data quality including completeness, validity, accuracy, timeliness, and consistency
Perform root cause analysis of data quality issues and monitor production data issues whilst engaging key stakeholders across multiple teams and facilitating global support
Enhance the market data platform for internal data publishing and propose solutions for various integration use cases across internal systems
Identify opportunities for improving existing data pipelines and data onboarding processes
Job Requirements:
Experience in market data systems (e.g., OneTick, Activ Financial, KDB, B-Pipe, Elektron)
Knowledge of a variety of financial instruments, in particular exposure to derivatives instruments
Experience working with datasets of various forms including time series, reference data, and fundamental data
Knowledge of data-related concepts such as metadata, descriptive metrics, attributes, and properties
Experience with SQL and databases, including query construction and optimization
Programming skills: Python (PySpark, Pandas, Jupyter Notebooks) and/or C++
Experience with cloud storage solutions
Strong problem-solving and communication skills
Ability to work in a fast-paced environment, prioritize multiple tasks and projects, and efficiently handle the demands of a trading environment
Additional skills or experience which enhance consideration for this role:
Familiarity with Amazon Web Services or other cloud providers (S3, Athena)
Prior experience working with a variety of financial data providers and exchange data
Prior experience working with traders and quantitative researchers
Familiarity with real-time software concepts
Prior experience developing data quality checks using Python
Familiarity with compressed/optimized file formats for data storage such as Parquet and HDF5
Prior experience working with Bloomberg Terminal
Familiarity with Linux and basic Bash scripting skills
Prior experience working with version control software
Experience with workflow management tools (Airflow / Argo)
Prior experience documenting complex processes for varied audiences
Benefits:
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https://www.drw.com/
DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.
