Logo
GMS Advisors

Macro Data Engineer

GMS Advisors, Chicago, IL


Our client is seeking an experienced developer to work within the Macro Market Data team to build out next generation cloud native data initiatives that will underpin first-class analytics, trading tools and research. The optimal candidate will have a minimum of 2 years' hands-on development experience with an excellent technical background and enjoy working with data. The candidate will be experienced in processing and manipulating data, developing scalable and performant data delivery systems, data APIs and platforms. This person will need to be a very strong communicator, able to multi-task and have the ability to excel in a fast-paced trading environment. The candidate would be comfortable leading projects from start to finish, communicating with stakeholders and ensuring success.

In the role of Macro Data Engineer, the employee will be responsible for the following:
  • Developing a keen understanding of the data and financial domain and how it is being utilized in our systems, analytics, and investment processes
  • Developing and architecting next generation cloud native data platforms, pipelines and APIs within the Macro space using the AWS suite of technologies capable of delivering large volumes of data in a performant manner
  • Working with a variety of vendors, including Bloomberg, Refinitiv, and delivering data across the full landscape of market data; from streaming real-time data to static, reference and historical data.
  • Partner with our business users to understand their requirements and interactions with the data platform to ensure quality end data and product, with a smooth day-to-day operation
  • Work as a key part of a highly-collaborative, tight-knit team of talented market data developers
  • Own the full scope of the assigned projects, including liaising with the business to gather requirements, designing the solution, and building and delivering completed functionality to production
  • Produce comprehensive written documentation
  • Be a self-starter and perform with minimum supervision, exercising sound judgment


QUALIFICATIONS & REQUIREMENTS:
In order to effectively represent the Company and communicate with clients, the employee must be someone who has:
  • Degree in Computer Science or STEM related subject
  • 2+ years development background
  • Expert knowledge of Python, with experience building complex, scalable systems and data manipulation (e.g. pandas/numpy/scikit-learn); C++, Rust knowledge would be a plus.
  • Experience working in front-office within the Macro, Fixed Income or FX space
  • Strong technical knowledge of systems supporting large, complex data sets in a performant, scalable manner
  • Experience with AWS technologies e.g. Redshift, SNS/SQS, S3, Lambdas and ECS
  • Experience with data management principles and designing and developing data APIs, web services, ETL pipelines
  • Unix (Linux) and database experience (SQL, PostgreSQL, SQL Server)
  • Familiarity with Bloomberg and/or Reuters/Refinitiv products a bonus
  • Analytical skills - Ability to troubleshoot and logically assess problems and determine solutions
  • Documentation skills - ability to represent ideas, requirements, and problems in clear and concise documents.