Senior Data Engineer
OCaml Experience

Jane Street Group, LLC has openings for a Senior Data Engineer in New York, NY.
 
The position duties are as follows:  Develop data processing software systems, including data pipelines, as part of the trading and operational infrastructure for a proprietary trading company. Day-to-day duties include: Use Python, SQL, and OCaml programming languages to implement automated data pipelines to extract and transform datasets for business use. Write, understand, and optimize SQL database queries in order to enable efficient data retrieval and storage. Analyze and respond in real-time to problems arising from the firm’s data infrastructure. Support traders and other users in their use of the firm's data and data systems. Work in all parts of the data-processing software lifecycle, including gathering requirements, design, documentation, management of code review, creation of testing plans, and QA of data. Use a mix of financial identifiers to perform entity resolution of securities, other instruments, and companies. Train junior staff in all of the above. Perform review of junior staff's code.

Part-time telecommuting may be permitted with manager approval.

The position requires a 3 or 4 year Bachelor’s degree in Data Science/Engineering, Computer Science/Engineering, Information Technology, Mathematics, Statistics or a related quantitative field or foreign equivalent plus 3 years of progressively responsible experience as a Data Engineer or similar role  where an individual gains experience with data analysis, data reliability, and data-related software systems. Experience must include: 

• 1 year of professional experience using the OCaml programming language for data processing;
• 1 year of experience managing the release and QA of changes to data pipelines in a production environment;
• 1 year of experience orchestrating data pipelines;
• 1 year of professional experience using dbt (“data build tool”) to clean and standardize data, combine data from multiple sources, reshape data, create new calculated fields, and write data tests in preparation for financial analysis and reporting;
• 1 year of experience writing queries and optimizing query performance for the Trino SQL query engine;
• 1 year of experience running software systems in a multi-computer Linux environment, including debugging production issues;
• 1 year of professional experience working on entity resolution of financial data.

Ref. SDE25