Software Developer - Risk Data Pipelines
at Squarepoint Capital
Posted 5 hours ago
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- Compensation
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Join Squarepoint Capital's Risk Data Pipelines team to build software on top of the Risk Technology platform for market data processing, risk analytics, and automation of trading operations. You will design, develop and deliver high-quality, maintainable software, collaborating with traders and quants to capture requirements, define architecture, and resolve bottlenecks. The role covers trade data ingress/egress, services and analytics for risk exposure and P&L, and automated reconciliation, with opportunities to mentor teammates and participate in level 2 support.
Position Overview:
Risk Technology develops 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 Pipelines develops 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 analytics used by investment and quant teams to understand Risk exposure, P&L and to improve capital efficiency.
- Automation of trading operations to 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
