Software Engineer, Core Data

About Aquatic Capital Management Aquatic manages systematic investment strategies, combining a high-performance research and development platform with disciplined risk management. Our team of best-in-class researchers and engineers are working together in a relaxed environment optimized for collaboration, creativity, and performance. Because we are small and nimble, every voice counts. We value diverse backgrounds and are rooted in collaboration, meritocracy, ambition, and steady determination.

Aquatic Capital Management

Building the world's best prediction machine

A

aquatic.com

51-200 employees

Financial Services

Chicago, Illinois

Privately Held

12k LinkedIn followers

• Implement and enhance market data feed handlers for proprietary equities protocols (ITCH, GTP, PITCH, and others), along with the data processes around them.
• Build and maintain quant-ready data archives that researchers can trust for correctness, completeness, and consistency.
• Collaborate with quantitative researchers to understand how they use our data, and optimize the presentation of our data products accordingly.
• Support the rollout of new markets as part of the firm's global expansion, identifying market nuances and recommending sensible solutions.
• Share expertise in market data processing tradeoffs with the broader team; identify opportunities for improvement and mentor growing teammates.
• Participate in initiatives across the Core Data team, including reference data, universe, and non-market data.
• Exemplify our engineering priorities: build systems you are happy to support, because they are clear, documented, and maintainable; leave systems you support a bit better for your touch.
• BS/MS in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience.
• 5-10 years of professional software development experience, including 4+ years in the trading industry or hands-on experience at a market data provider.
• Strong C++ and Python, and a track record of building production-grade systems. Rust experience is a plus.
• Hands-on experience implementing and maintaining handlers for proprietary equities protocols such as ITCH, GTP, or PITCH.
• Strong understanding of the information these feeds communicate: order book mechanics, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior.
• Experience maintaining quant-ready data archives, including normalization, gap detection, reconciliation, and backfills.
• Helpful but not required: exposure to quantitative research needs, reference data, or modern data pipeline tooling (Dagster, Polars, or similar).
• Strong bias for action
• Driven by accountability and internal urgency
• Deep curiosity about data and the markets that produce it
• Desire to independently seek best solutions
• Comfortable working across teams and building alignment with stakeholders who have their own priorities
• Comfortable providing and receiving actionable feedback in a collaborative team setting
• Motivated by an ambitious environment and driven colleagues

• The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.
• Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
• Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
• Development: Open environment to maximize learning and knowledge sharing
• Time: Generous PTO, paid holidays, competitive paid caregiver leaves
• This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.