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Software Engineer, Core Data

Aquatic Capital Management

  • Chicago, New York
  • 4 days ago
  • $150,000–$300,000 Per Year

Highlights

Market data role: hands-on experience with feed handlers for ITCH, GTP, or PITCH, and a strong understanding of order book mechanics, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior. Core Data owns the data systems that our research and trading depend on, from real-time market data to alternative data and reference data, and we are expanding those systems as the firm enters new markets around the world.

Numbers & Facts

LocationChicago, New York
Salary$150,000–$300,000 Per Year

Description

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence. 

At Aquatic, we are actively recruiting two Software Engineers to join our Core Data team. Core Data owns the data systems that our research and trading depend on, from real-time market data to alternative data and reference data, and we are expanding those systems as the firm enters new markets around the world.

We are hiring for two complementary profiles:

  • Software Engineer, Market Data (Mid to Senior): expand our expertise in "market-by-order" feed handling across global markets.
  • Software Engineer, Data Engineering (Early to Mid Career): implement, enhance, and standardize the data pipelines behind our data products.

You will partner with colleagues across Research, Engineering, and Trading Operations. The team is lean, highly autonomous, and the work is hands-on and close to the business. Your efforts will have a visible impact across the entire firm.

Role Details

  • Build and maintain quant-ready data archives that researchers can trust for correctness, completeness, and consistency.
  • Implement, enhance, and standardize data pipelines and the data processes around them.
  • Build domain expertise in the content of the data products we maintain.
  • Market data role: implement and enhance feed handlers for proprietary equities protocols (ITCH, GTP, PITCH, and others).
  • Collaborate with quantitative researchers to understand how they use our data, and optimize our data products to get the most value from our data investments.
  • Support the rollout of new markets as part of the firm's global expansion, identifying market nuances and recommending sensible solutions.
  • Share expertise in data processing tradeoffs with the broader team; identify opportunities for improvement and mentor growing teammates.
  • Participate in initiatives across the Core Data team, including market data, reference data, universe, and non-market data.
  • Exemplify our engineering priorities: build systems you are happy to support, because they are clear, documented, and maintainable; leave systems you support a bit better for your touch.

Technical Experience

  • BS/MS in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience.
  • Market data role: 5-10 years of professional software development experience, including 4+ years in the trading industry or at a market data provider.
  • Data engineering role: 4+ years of professional software development experience.
  • Strong Python and a track record of building production-grade systems. Strong C++ required for the market data role; C++ or Rust is a plus for both.
  • Market data role: hands-on experience with feed handlers for ITCH, GTP, or PITCH, and a strong understanding of order book mechanics, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior.
  • Experience with modern data tooling: Dagster or similar orchestration, Polars, Parquet, SQL, and object stores such as S3.
  • Experience maintaining quant-ready data archives, including normalization, gap detection, reconciliation, and backfills.

Candidate Qualities

  • Strong bias for action
  • Driven by accountability and internal urgency
  • Deep curiosity about data and the markets that produce it
  • Desire to independently seek best solutions
  • Comfortable working across teams and building alignment with stakeholders who have their own priorities
  • Comfortable providing and receiving actionable feedback in a collaborative team setting
  • Motivated by an ambitious environment and driven colleagues

Compensation

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Benefits:

  • Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance 
  • Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
  • Development: Open environment to maximize learning and knowledge sharing
  • Time: Generous PTO, paid holidays, competitive paid caregiver leaves

Aquatic Capital

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

Artificial Intelligence in Recruitment
Aquatic may use artificial intelligence and other automated tools to support certain aspects of our recruitment process. These tools may assist in reviewing application materials, analyzing candidate-provided information, and evaluating qualifications relevant to open positions. Information you submit during the application and interview process may be processed using these technologies.

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