We are currently seeking a driven and talented Senior Software Engineer who thrives on pushing the limits of technology to produce state of the art trading applications. As a Senior Software Engineer you will work on our award-winning trading platform and TT Score, our trade surveillance and compliance software that leverages machine learning to identify trading behavior that may prompt regulatory inquiries. You can expect to participate in the full lifecycle of data science, including everything from project ideation and data collection through modeling, results presentation and model refinement.

Responsibilities:

• Program daily in Java and other data science languages, such as R and Scala
• Read and process data from test files or REST endpoints
• Write JUnit tests
• Work in Python, pandas, scikit-learn and utilize data visualization libraries
• Process large CSV and JSON datasets within a platform that uses map-reduce processing pattern, such as Spark, Hadoop, H2O, dask, etc.
• Work with various model types, such as classifier, regression, unsupervised and time-series models
• Test for Gaussian distribution and stationarity, and detect outliers
• Participate in design discussions and review sessions
• Create high-level and detailed design documents
• Explain and communicate the math and logic of the work to non-technical audiences

Qualifications:

• Excellent Java programming skills with experience developing multithreaded distributed systems
• Hands-on experience with machine learning frameworks such as H2O.ai, Spark
• Multivariable calculus experience and basic linear algebra knowledge including matrix math and solving systems of linear equations
• Familiarity with Markov processes and model development
• Experience with Github, Linux and SSH, as well as network analysis and signal processing
• RDBMS skills using MySQL or SQL Server
• Experience developing web services using REST approach
• Familiarity with AWS Cloud Technologies
• Testing framework experience with JUnit or other frameworks
• Experience developing on large scale data systems
• Basic understanding of the trading industry, data security and privacy practices
• Familiarity with agile/iterative development methodologies