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Software Engineer [Multiple Positions Available]

DESCRIPTION:

Duties: Design, develop and implement software solutions.

Solve business problems through innovation and engineering practices.

Involved in all aspects of the Software Development Lifecycle (SDLC) including analyzing requirements, incorporating architectural standards into application design specifications, documenting application specifications, translating technical requirements into programmed application modules, and developing or enhancing software application modules.

Identify or troubleshoot application code-related issues.

Take active role in code reviews to ensure solutions are aligned to pre-defined architectural specifications.

Assist with design reviews by recommending ways to incorporate requirements into designs and information or data flows.

Participate in project planning sessions with project managers, business analysts, and team members to analyze business requirements and outline proposed solutions.

Mentor and lead individual software engineers in implementation of solutions.

QUALIFICATIONS:

Minimum education and experience required: Bachelor's degree in Computer Science, Software Engineering, or related field of study plus 7 years of experience in the job offered or as Software Engineer, Mobile Game Engine Developer, Technical Leader, Software Technology Leader, or related occupation.

The employer will alternatively accept a Master's degree in Computer Science, Software Engineering, or related field of study plus 5 years of experience in the job offered or as Software Engineer, Mobile Game Engine Developer, Technical Leader, Software Technology Leader, or related occupation.

Skills Required: This position requires experience with the following: software coding in Python, C++, and SQL; designing and implementing software components within the full Athena system architecture context; working with industry timeseries frameworks such as CCXT or yfinance to convert data retrieved from multiple pricing sources to return to the calling applications; working with KDB to use the language Q for its query interface; developing Postgres and Aurora databases to store the reference records of all financial instruments with fast symbols relations lookup capabilities; working with Financial symbols translation rules including RIC, BPOD, Bloomberg Ticker, ISIN, and CUSIP to provide a uniform API to the applications each data sources is associated with; working with Financial symbols conversion rules that are applied to its metadata record stored in the Postgres databases; 1, L2, and L3 order book aggregations to provide a drilldown capability to go from L1 top of the order book down to per transaction detail on exchange data sources that provide this capability; Reference data sources used as "refinement" time series in conjunction with the pricing sources and construction of basket type relationships of ETF and indices; Bloomberg Back Office; CME; Dow Jones economic events; Financial Calendar; SOLA; and ETFs, Index, future...




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