Team: Risk Data Pipelines
Department: Risk Technology
Position Overview
Risk Technologydevelops core services and systems required by Squarepoint’s systematic and quantitative trading strategies, such as real-time risk controls, position/inventory/P&L monitoring, internal order routing, and various pre and post-trading services.
Risk Data Pipelinesdevelops software on top of the core Risk Technology platform to handle market or asset-class specific processing, including:
Trade Data Ingress -Normalize and stream trade data to Squarepoint's systems from trading platforms like Bloomberg, Fidessa and SpiderRock.
Trade Data Egress -Feeds to 3rd party platforms to ensure trade booking correctness and regulatory compliance.
Services and analyticsused by investment and quant teams to understand Risk exposure, P&L and to improve capital efficiency.
Automation of trading operationsto support the growth of the business, such as the management of options & future expiry and automated trade, position and P&L reconciliation.
This role provides an opportunity to learn many aspects of the way hedge funds operate through close collaboration with trading and quantitative teams, and as a developer you will:
Design, develop and deliver high quality and maintainable business critical software. Work closely with stakeholders and colleagues to capture requirements, define architecture and technologies, identify and resolve bottlenecks, and deliver functionality. Lead and contribute to design discussions and mentor other team members. Participate in level 2 support.
Required Qualifications:
Bachelor’s degree in computer science or related subject. 4 years’ minimum Python experience working in the financial industry. Team player with excellent communication skills. Experience with database management systems and related technologies such as SQL. Knowledge of traded financial instruments (Equity, FX, Credit or Rates).
Nice to Have
Experience of FIX protocol Experience developing in data engineering (using Python with pandas, R, Julia) Experience with KDB+/q