A leading quantitative trading firm is hiring a Data Engineer to build the datasets and data infrastructure that power options and delta-one trading.
This team sits close to the desks and research groups, delivering trusted point-in-time history and fast access to high-volume market and trading data used directly in strategy development and live decision-making.
This is a strongly engineering-led role: you’ll build production-grade ingestion pipelines, data quality controls and observability across critical data systems. The work is high-impact, the feedback loops are tight, and the bar for correctness and reliability is extremely high – because the data you ship is the data people trade on.
Responsibilities:
- Build and own core trading datasets (time-series + point-in-time history) used by traders and researchers.
- Design and operate ingestion pipelines for internal and external/vendor data sources.
- Implement data quality and control processes to detect gaps, inconsistencies, and silent failures.
- Develop monitoring, observability, and alerting for pipelines and data products.
- Partner with research and trading teams to improve historical datasets and enable faster iteration.
- Create AI-ready dataset annotations/metadata to support modern research and automation workflows.
Your Profile:
- 3+ years of experience designing and implementing data ingestion pipelines in production.
- Strong Python skills and familiarity with the Python data ecosystem.
- Solid understanding of time-series and point-in-time data (and why it matters).
- Experience building data quality frameworks and reliability guardrails.
- Comfortable working in a fast-paced environment with shifting priorities and high expectations.
Nice to have:
- Familiarity with derivatives markets (options/futures) and their data requirements.
- Experience with financial data vendors and common market data products.
- Strong observability practices (metrics, logging, alerting, on-call hygiene).
- Experience designing APIs or ergonomic data access layers for internal users.
Other Important Information:
Chicago (On-site) | Full-time | $150K–$200K base + bonus
