Data Science Engineer\Data Engineer Offline

Location: Remote

Role Overview:

We are seeking a highly skilled Data Science Engineer to join our Routing department and play a key role in data analysis, data processing, and data representation for our Smart Order Routing (SOR) systems in the options market. Working closely with our Quantitative Analytics team, you will contribute to the development of AI-driven solutions that optimize algorithmic order execution across multiple venues. You will have the unique opportunity to establish and manage the entire data science lifecycle, developing sophisticated analytics to understand exchange-specific order behavior and identify routing anomalies and outliers.

Key Responsibilities:

• Establish and oversee the full data science lifecycle, from problem definition to model deployment and monitoring.
• Design and implement ETL processes and data pipelines using Kafka to transform high-volume routing data into structured datamarts.
• Develop Elasticsearch indices and queries to efficiently store and retrieve transaction data for performance analytics.
• Create interactive analytical applications using Dash, Streamlit, or Bokeh that consume data from custom-built datamarts.
• Analyze the behavioral patterns of algorithmically routed orders across different options exchanges to identify optimization opportunities.
• Develop advanced statistical models for detecting outliers in order execution, fill rates, and exchange response times.
• Create exchange-specific performance profiles to guide intelligent route selection and order type usage.
• Design retrospective and near-real-time monitoring dashboards to flag routing issues and execution quality problems as they occur.
• Collaborate with engineers, analysts, and product managers to integrate data science solutions into production systems.
• Research and experiment with new AI techniques to maintain a competitive edge in the market.
• Present findings and recommendations to management in a clear and actionable manner.

Requirements:

Technical Skills:

• Strong expertise in Python and libraries for data processing and machine learning.
• Proficiency in SQL and experience with database optimization for analytical queries.
• Experience designing and implementing ETL processes and creating datamarts for analytical purposes.
• Working knowledge of Kafka for real-time event processing and data streaming.
• Experience with Elasticsearch for storing, indexing, and querying large volumes of data.
• Proficiency in developing interactive applications using Dash, Streamlit, or Bokeh.
• Experience with big data technologies and analytics pipelines.
• Familiarity with AWS services such as S3, EC2.
• Strong background in statistical methods, machine learning algorithms, and AI techniques.

Domain Knowledge:

• Understanding of electronic trading systems and market connectivity.
• Knowledge of options market structure and order routing concepts.
• Familiarity with execution quality metrics (fill rates, price improvement, reversion).
• Experience analyzing exchange-specific behavior patterns in order execution.
• Familiarity with FIX Protocol and other financial messaging standards.
• Knowledge of time-series analysis techniques applicable to market data.
• Strong problem-solving skills and ability to work independently.
• Excellent communication skills to convey technical concepts to non-technical stakeholders.

Preferred Qualifications:

Technical Advantages:

• Experience building data pipelines in financial services environments.
• Knowledge of data modeling best practices for analytical datamarts.
• Experience with log aggregation and analysis tools.
• Background in performance optimization of data processing systems.
• Experience with BI tools such as Grafana and Tableau.

Domain Advantages:

• Previous work in quantitative trading analysis or related fields.
• Experience with options market microstructure research.
• Knowledge of smart order routing algorithms and venue selection logic.
• Understanding of market making and liquidity dynamics.
• Understanding of regulatory requirements for order routing and best execution.
• Previous experience leading or mentoring data science teams.

What We Offer:

• The opportunity to work at the intersection of data science and quantitative trading.
• The chance to build and shape a data science function focused on routing analytics.
• Exposure to cutting-edge technologies and options market dynamics.
• Close collaboration with trading technology and AI teams.
• A collaborative, inclusive, and innovation-driven work culture.
• Competitive salary, benefits, and professional development opportunities.

If you are a passionate Data Scientist with strong data engineering skills and an interest in analyzing algorithmic order behavior across exchanges, we'd love to hear from you!