Jobs

Duties and Responsibilities
The core responsibility of this position is the development of tick-by-tick time series infrastructure and data, which is sourced from real-time feeds and bulk loaded from exchanges and vendors.

• Develop code in C++ that extends the features and capabilities of the tick data repository
• Develop code that analyzes tick data for QA and analytical purposes
• Develop software to pre-process time series data for loading into the tick data repository
• Provide support for production systems
• Develop relational database applications for loading static data feeds using standard and internal Perl libraries

• Expert level C++ development skills
• Advanced understanding of SQL-based applications development
• Expert development knowledge of database and storage technologies
• Solid understanding of securities market data, with exposure to electronic trading and real time feeds
• Proven commitment to customer satisfaction
• Expert understanding of API design and implementation, specifically in C++
• 3+ years experience in futures, fixed income, currencies, commodities or related global economic data
• Knowledge of Perl and Perl DBI are desirable
• Exposure to data validation and scrubbing algorithms is desirable
• Advanced degree preferred

We invite you to apply via email. Please submit your resume/CV to itjobs0017@citadelgroup.com under the subject Data Developer .