Software Engineer, Core Data
Aquaticcapitalmanagement · Chicago
About this role
**Aquatic — Software Engineer (Core Data)** Aquatic was founded with a shared passion for tackling complex challenges in global financial markets. We apply cutting-edge scientific research and technological innovation to deliver exceptional performance. At Aquatic, we’re recruiting a **Software Engineer** to join our **Core Data** team. Core Data owns the data systems that research and trading depend on—from **real-time market data** to **alternative data** and **reference data**—and we’re expanding those systems as the firm enters new markets worldwide. This role focuses on expanding expertise in **market-by-order feed handling** across global markets. You’ll partner with colleagues across **Research, Engineering, and Trading Operations**. The team is lean, highly autonomous, and the work is hands-on and close to the business, with visible impact across the firm. --- ### Role Details - Implement and enhance market data feed handlers for proprietary equities protocols (**ITCH, GTP, PITCH**, and others), plus the surrounding data processes. - Build and maintain **quant-ready data archives** that researchers can trust for correctness, completeness, and consistency. - Collaborate with quantitative researchers to understand how they use the data and optimize how data products are presented. - Support rollout of new markets by identifying market nuances and recommending practical solutions. - Share expertise in market data processing tradeoffs; identify improvements and mentor teammates. - Participate in Core Data initiatives including **reference data, universe, and non-market data**. - Follow engineering priorities: build systems you’re proud to support—clear, documented, and maintainable—and leave systems better than you found them. --- ### Technical Experience - **BS/MS** in Computer Science, Electrical Engineering, or related field, or equivalent practical experience. - **5–10 years** professional software development experience, including **4+ years** in the trading industry or hands-on experience at a market data provider. - Strong **C++** and **Python**; track record building **production-grade systems** (Rust is a plus). - Hands-on experience implementing and maintaining handlers for proprietary equities protocols such as **ITCH, GTP, or PITCH**. - Strong understanding of feed information: **order book mechanics**, **trade/quote conditions**, **auctions**, **odd lots**, **corrections**, and **venue-specific behavior**. - Experience maintaining quant-ready archives: **normalization**, **gap detection**, **reconciliation**, and **backfills**. - Helpful (not required): exposure to quantitative research needs, reference data, or modern data pipeline tooling (**Dagster, Polars**, or similar). --- ### Candidate Qualities - Strong bias for action - Driven by accountability and internal urgency - Deep curiosity about data and the markets that produce it - Desire to independently seek best solutions - Comfortable working across teams and aligning with stakeholders - Comfortable giving and receiving actionable feedback - Motivated by an ambitious environment and driven colleagues --- ### Compensation & Benefits - Base salary anticipated between **$150,000 and $300,000** (based on information at time of posting). - May be eligible for additional compensation such as a **discretionary bonus** (can be a significant portion of total compensation). - Benefits (full-time): fully paid **medical, dental, and vision** for employees and depe
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