Software Engineer - Data Platform

The Firm

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.

Essential Attributes

• You must be a confident programmer and proficient with at least one statically typed language (Java, C++, Go, etc). Much of the firm’s software is written in Go and although you will need to integrate with this existing software stack no prior Go experience is required.
• You will be comfortable with data analysis and statistics; required to ensure sufficiently clean data (for example regressions will be required to determine the market’s effective rate of withholding tax, so some knowledge of statistics or basic machine learning would be highly beneficial).
• Experience building and maintaining distributed systems.
• Experience with using and administering relational databases will be highly beneficial in the role.
• Knowledge of finance is not required but is 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: https://vimeo.com/257888726
• 25 days paid holiday per year + statutory holiday and paid sick days.
• Generous Pension contributions.
• We work 4 days per week in the office, 1 from home unless stated otherwise.