Software Engineer, Core Data New Chicago

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting‑edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence. At Aquatic, we are actively recruiting for a Software Engineer to join our Core Data team. Core Data owns the data systems that our research and trading depend on, from real‑time market data to alternative data and reference data, and we are expanding those systems as the firm enters new markets around the world. While all team members work across our entire platform, this position seeks to expand our expertise in “market‑by‑order” feed handling across global markets as a key skillset. You will partner with colleagues across Research, Engineering, and Trading Operations. The team is lean, highly autonomous, and the work is hands‑on and close to the business. Your efforts will have a visible impact across the entire firm. 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. Technical Experience 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). Candidate Qualities 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 Compensation 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. Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics. Do not add the Github URL, only add the Username ID To advance in our interview process, submitting your Github username and public SSH key is required. #J-18808-Ljbffr Aquatic Group