Data Engineer

Location: New York, New York, United States

Department: Software Engineering

About the Position

Our goal is to give you a real sense of what it’s like to work at Jane Street full time. Over the course of your internship, you will explore ways to approach and solve exciting problems within your field of interest through fun and challenging classes, interactive sessions, and group discussions — and then you will have the chance to put those lessons to practical use.

As a Data Engineering intern, you'll learn how we turn messy, real-world data into reliable foundations for research and trading. You'll write Python, SQL, and OCaml; use open-source tools and proprietary software; and work with a mix of structured and unstructured data (think world news, decades of weather patterns, deidentified credit card spending, or packet captures of stock exchange market data feeds).

During the internship you'll take on two real projects. You'll get your hands on an unfamiliar dataset, figure out what it actually contains, dig into parts that don't make sense, and explain your findings. You'll write code to ingest and transform data and to monitor its quality. You'll be mentored by full-time Data Engineers and learn about business context from data users, but the projects will be yours to own.

Learn more about Jane Street's internship program here.

About You

We don't expect you to have a background in computer science, data engineering, finance, or any other specific field—we're looking for smart, inquisitive people who enjoy solving interesting problems. We're more interested in how you think and learn than what you currently know. You should be:

• Curious about what data means, not just how to move it from one place to another
• Comfortable manipulating data in Python, SQL, R, or similar. You don't need to be a polished software engineer, but you should be able to turn an idea into working code
• An analytical and logical thinker. You're able to investigate something new, ask good questions, and come to sound conclusions
• Humble and eager to ask questions, admit mistakes, and learn new things
• Courteous, reliable, and organized
• A clear verbal and written communicator