Susquehanna International Group, LLP - Bala Cynwyd (Philadelphia Area), PA
posted 4 days ago
About the position
The Quant Core Data team is a new & fast-growing group of developers in the Quant Engineering & Data group. We produce the data for studies done by Quantitative Researchers & Strategists to steadily improve trading behavior and strategies. Primarily based in Philadelphia, we also build data flows globally for our offices in Sydney & Dublin. We are looking for a Python Developer to join our Quant Core Data team. In this role, you will work to grow and scale our historical data framework which is critical to our strategy development process. Performance is key for the scale of data we work with. We're looking for an engineer with significant Python experience who has a deep appreciation for performance. If you hate being bogged down by slow deployment cycles and enjoy working with users who understand the technology that you build, we encourage you to apply!
Responsibilities
- Design, develop, and scale our data framework with an eye for efficiency and robustness
- Build packages used exclusively by expert users to evolve our signal generation technology
- Have greenfield development opportunities to optimize existing tooling from scratch
Requirements
- At least 3+ years of experience in Python, developing software with strict performance requirements
- A deep appreciation for performance and benchmarking. Experience in large scale computing problems and performance trade-offs.
- Strong systems fundamentals (virtual memory, numa, io, networking, etc.)
- Deep Linux knowledge and strong systems fundamentals
- Experience in Python data analysis and/or low level Python
- Strong understanding of data structures and algorithms
- Enthusiasm for working with data, especially large sets of data. Good aesthetics for cleanliness and correctness in data.
- Bachelor's degree in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent; advanced degree is preferred
Nice-to-haves
- Experience with C++
- Experience in HFT environment
