As an Application Support Engineer on the Exchange Data teams, you will play an integral role in all operational aspects of onboarding, managing and maintaining various datasets used by traders and quantitative researchers to analyze financial markets, determine trading opportunities, and establish trading strategies. You will have the opportunity to work with low latency financial market data and learn the intricacies of how market data feeds and electronic exchanges work.
What you will do in this role:
- Operate key parts of a sophisticated market data analysis pipelines
- Help verify, clean, and ensure the data is accurate and consistent across systems used for research and analysis by the various trading teams globally
- Work closely with traders, researchers and engineers to improve data quality and coverage
- Resolve data exceptions
- Collect metrics and analyze datasets for completeness, validity, integrity and relevancy
- Perform preliminary root cause analysis and make recommendations for modifications in data pipelines to increase data quality
- Monitor and troubleshoot production jobs
- Monitor and work through list of data-related issues raised by the system, drilling into those requiring action
- Consult with developers to determine appropriate courses of action and make suggestions for improvements to the system
What you will need in this role:
- Familiarity with Market Data feeds published by financial exchanges.
- Familiarity with packet captures tools such as wireshark to analyze pcap's and ERF's.
- Ability to understand Java
- Strong problem-solving skills
- Experience with databases and query construction with SQL
- 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 developing data quality control processes to detect data gaps or inaccuracies is a plus
- Familiarity with compressed/optimized file formats for data storage such as Parquet and HDF5
- Familiarity with a large scale data processing engine such as Presto, Spark, Dask or similar
- Python programming skills: Pandas, Jupyter Notebooks