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


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