Derived Data Engineer (Python/Rust/C++)

Location: Chicago or New York, United States

Annual base salary: $200,000–$250,000 USD

Company

hirify.global Group conducts mathematical, physics, and computer science research and applies it to global financial markets, developing technology and partnering with research organizations and universities.

What you will do

• Build scalable, centralized, and validated representations of vendor and proprietary datasets.
• Review datasets using vendor documentation and coordinate with external data vendors.
• Design, build, and maintain systems that calculate bars and residuals from market data, including streaming data captured in colocated environments.
• Extend the derived-data platform to curves, volatility surfaces, greeks, and other analytical signals.
• Work with trading and research teams to deliver calculations that fit their workflows.
• Document technical solutions and explain complex calculations in terms that non-technical stakeholders can use.

Requirements

• 7+ years of software engineering experience with strong proficiency in Python, Rust, and C++.
• 5+ years of experience calculating derived data or working with teams that consume it.
• Direct experience calculating bars and residuals from market data, preferably streaming or colocated market data.
• Good understanding of trading, research, and analytical research workflows.
• Strong unit-testing and test-driven development practices.
• Hands-on Linux experience, plus strong analytical, problem-solving, written, and verbal communication skills.

Nice to have

• Experience with data storage formats, filesystems, and event queues.
• Willingness to learn and master additional technical skills.

Culture & Benefits

• Collaborative environment focused on innovation, intellectual honesty, and mutual respect.
• Discretionary bonus eligibility.
• Medical, dental, vision, travel medical, life, and income protection insurance.
• Paid vacation, holidays, and parental leave.
• Retirement or pension plan with employer match, HSA, FSA, wellness, parking, and commuter benefits.