Software Engineer - Data Platform in England

XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencies, commodities and crypto. It uses those forecasts to trade on exchanges and alternative trading venues, and to offer differentiated liquidity directly to clients worldwide. The firm trades over $250bn a day across 35 countries and has over 250 employees based in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani.

We leverage the talent of the people who work here, modern computational techniques and state-of-the-art research infrastructure to analyse large data sets across markets quickly and efficiently, to maximize the effectiveness of our proprietary trading algorithms. We are actively seeking new methods and ideas. The models that drive our trading strategies have evolved considerably over the last 10 years, from econometric methods that gave our company its name, to trees, to neural networks, to modern deep learning architectures.

XTX Markets has an unrivalled level of computational resources in the trading industry, with a growing research cluster currently containing over 25,000 GPUs with 650 petabytes of usable storage. Teams across the firm include world-class researchers with backgrounds in pure math, programming, physics, computer science and machine learning. The firm is also constructing a large-scale data centre in Finland to future-proof its significant computational capabilities.

At XTX Markets technology is our business and we are a diverse organization which attracts outstanding talent from across all industry backgrounds. We are focused on teamwork and our people collaborate on all aspects of the business, working openly and with respect for each other, our clients and the market. Our culture is non-hierarchical and one where everyone is valued. We strive for excellence in everything we do.

The Role

The Data Platform team is building a system for processing and managing daily data that is used throughout the firm including corporate actions, fundamentals, and index membership data. We are not trying to collect hundreds of alternative data sources; instead, our focus is on collating the data that is most critical to the firm, both now and as our business evolves, and ensuring that we have a singular, clean, easy to access and well-integrated repository of these data.

We build automated pipelines to ingest and process third party data and make it available to internal users. The team requires a high level of autonomy from its members, so that data issues are detected and resolved in a timely manner. You will be expected to come up with new algorithmic approaches for improving the quality of the data (such as error correction), discovering new patterns within the existing datasets, and sourcing new datasets altogether. Most days we work on improving and optimising the ingestion pipelines and processing framework. The end users are internal teams; therefore, you’ll be expected to frequently communicate new updates and to aggregate and address incoming requests. As the owners of the firm’s daily data, the team will be expected to anticipate the needs of our business and ensure our normalised data schema is minimal yet sufficient.

Responsibilities

• Build automated pipelines to ingest and process third-party data and make it available to internal users.
• Detect and resolve data issues in a timely manner.
• Develop algorithmic approaches for improving data quality (e.g., error correction), discover new patterns within existing datasets, and source new datasets.
• Improve and optimise ingestion pipelines and processing framework.
• Communicate updates, aggregate, and address incoming requests from internal teams.
• Anticipate business needs and ensure the normalised data schema is minimal yet sufficient.

Qualifications

• Confident programmer with excellent foundational knowledge of algorithms and data structures.
• Proficient with at least one statically typed language (Java, C++, Go, etc.); strong applicants may be open-minded with the current tech stack.
• 2–5 years of experience.
• Experience building and maintaining distributed systems.
• Enthusiastic about data analysis and statistics; should ensure sufficiently clean data (e.g., regressions for market withholding tax). Basic machine learning knowledge beneficial.
• Experience with using and administering relational databases is beneficial.
• Knowledge of finance is not required but beneficial.

Benefits

• Onsite gym, sauna, and fitness classes at no charge.
• Extensive medical benefits including an on-site doctor and therapist at no charge.
• Breakfast and lunch provided daily.
• Various supports for caregivers, including emergency dependent care.
• Beautiful Kings Cross office.
• 25 days paid holiday per year + statutory holiday and paid sick days.
• Generous pension contributions.
• Work 4 days per week in the office, 1 from home unless stated otherwise.

Seniority level: Associate

Employment type: Full-time

Job function: Engineering, Information Technology, and Finance

Industries: Financial Services, Capital Markets, and Technology, Information and Media