Senior Data Engineer

The New York Stock Exchange is seeking a senior developer to join the team responsible for data analytics workflows for trading data. The successful candidate will be responsible for ingesting and analyzing large volumes of data, collaborating with business and technology teams across NYSE, and applying data science and machine learning to market microstructure. The role carries responsibility for every phase of delivery, from requirements through production support.

The position offers the opportunity to contribute to the data capabilities that support fair and orderly markets. The successful candidate will work with large-scale trading data on a modern cloud data stack, take ownership of work from design through production, and contribute to the application of ML and AI to market analytics.

Responsibilities

• Data engineering and analytics solutions

• Design, write and optimize SQL to develop and maintain data science and analytics solutions in partnership with business teams.

• Build frameworks and tools that automate data collection.

• Convert data formats to support analysis, and maintain the databases and data systems behind it.

• Optimize SQL queries and review query plans to improve performance.

• Analysis and reporting

• Search large data sets for meaningful patterns, and apply statistical methods to interpret trends and support diagnosis and prediction.

• Create reports and presentations for business stakeholders.

• Delivery and collaboration

• Analyze requirements and propose technical solutions that balance cost, time and quality.

• Collaborate with project managers to break deliverables into tasks and provide realistic estimates.

• Develop and unit test code following software development best practices.

• Collaborate with developers and QA engineers on integration, functional and regression testing.

• Collaborate with business and operations teams to resolve design and operational challenges.

• Innovation

• Prototype new algorithms and ML, AI, NLP and LLM solutions for quantitative analysis and market monitoring, with the aim of improving automation, insight and decision-making.

• Continuously improve system performance and propose better approaches.

Knowledge and Experience

• Bachelor's degree in computer science, data science, finance or mathematics, or equivalent experience.

• 5+ years of professional software development experience.

• Strong programming skills in Python, including the libraries commonly used for data science (such as pandas, NumPy and PySpark).

• Strong SQL skills, including query tuning and query plan management.

• Experience working in cloud environments such as AWS.

• Experience with cloud data platforms and warehouses, such as Snowflake, Databricks, BigQuery or Redshift.

• Experience applying statistical analysis and modeling to financial market data, or familiarity with market structure, trading data or regulatory compliance analytics.

• Experience writing complex programs and implementing custom algorithms, including adapting open-source frameworks to specific needs.

• Proficiency with Git and experience working in Agile teams of 5 to 8 engineers.

• Demonstrated written and verbal communication skills, with the ability to explain complex solutions to stakeholders in different disciplines.

Preferred qualifications

• Experience with other languages used in data and quantitative work, such as Java, Scala, R or Julia.

• Experience with Spark SQL and Parquet.

• Experience with time series databases and engines, such as Deephaven, kdb+, InfluxDB or TimescaleDB.

• Experience with data visualization and analytics tools such as Tableau, Power BI or Alteryx.

• Scripting experience in bash or AWK.

• Experience in data management, analytics middleware or platform infrastructure.

• Experience in an applied R&D or innovation lab setting.

New York Base Salary Range

The expected base salary for this role, if located in New York, is between $145,000 - 185,000 USD.  The base salary range does not include Intercontinental Exchange’s incentive compensation.  While we provide this range as general guidance, at ICE we compensate employees based on the skillset and experience of the individual. Regular full-time ICE employees are eligible for a suite of competitive employee benefits, including healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances.

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Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.