Susquehanna is seeking a Data Engineer to work with petabytes of historical market data on a cluster with thousands of cores.  In this role, you will be working on a team responsible for managing the data pipeline in generating rich data sets used by Equity and Futures strategies. As a hybrid data engineer/software engineer, you are building tools that analyze large data sets which directly impact and optimize our trading behavior and results.  This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.  

As a member of this team, you will:

• Work with historical tick-by-tick data for US Equities and Futures markets to create enriched data sets
• Generate reference/derived data used by trading strategies
• Optimize components across the data generation and data access pipeline
• Understand the market microstructure and the electronic trading protocols

• MS or PHD in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent plus 5 years of progressive experience developing software and data systems, or advanced graduate work.
• Strong C++ programming skills
• Experience with the Python data science stack: NumPy, pandas etc.
• Experience with numeric data storage methodologies, e.g. hdf5
• Experience with processing of large and varied data sets
• Experience of working in a Linux environment preferred
• Strong interpersonal and communication skills for interacting with traders, quantitative analysts, and other software developers

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