Job Description :
Title :Market Data Programmer
Location: Midtown Manhattan

Responsibilities are:
1) Building the platform, initial programming and development
2) Once data is build, there will be some data cleansing. No data
traction at this point.

3) Trading platform is proprietary

Requirements:

1) Expert C++, Python programmer (5+ years) MUST Have this experience
in order to qualify

2) Expert level knowledge and hands-on experience with CME FIX/FAST

Market Depth historical Level 2 tick data, including proven ability to:
a. Efficiently parse the files to build order books for the full

breadth of products (futures AND options; CME, CBOT, COMEX, NYMEX)
b. Interpret the symbology, condition codes, and other exchange flags
3) Experience implementing the mass production of customized "bars" and
other Level 2 derived interval data sets

4) Ability to provide references from users who were successfully able
to use aforementioned bars for systematic research and/or trading
5) Strong knowledge of third-party and in-house/customized storage
solutions for multi-terabyte time series data

6) Preference for additional experience with other tick data,
especially: CBOE, OPRA, EUREX, ICE, FX venues, Reuters Tick History, etc.

7) Some background, training in option pricing a plus