Market Data Quality Analyst

Imc; Sydney; On-site; AUD 120,000 - 160,000; Full time

Job summary

IMC seeks a Market Data Quality Analyst to own reference data, corporate actions, and alternative data from exchanges and vendors. You will build end-to-end Python pipelines for ingestion and publication, and apply SQL, Pandas, and Polars to validate and model large datasets.

You will work with researchers, traders, and engineers to define data requirements, monitor quality, and resolve anomalies, ensuring datasets are trading-ready and well-documented.

Qualifications

• 5+ years in a data-focused role, preferably in trading/finance.
• Strong Python including data processing frameworks (Pandas/Polars).
• Advanced SQL for analyzing large datasets.
• Interest in how exchanges work: instrument lifecycles, session structures, calendars.
• Detail-focused to document data edge cases and quality issues.
• Strong cross-functional communication with researchers, traders, and engineers.

Responsibilities

• Acquire, clean, and maintain reference data and alternative data sources.
• Design and own automated Python pipelines for ingestion, transformation, publication.
• Analyze datasets using SQL, Pandas, and Polars to model and investigate issues.
• Monitor data quality, resolve anomalies, and develop automated tests.
• Collaborate with engineers to enhance data storage and retrieval for research.
• Turn data needs into well-defined, maintained datasets for users.

Skills

Python

Pandas/Polars

SQL

Data quality

Cross-functional collaboration

Data ingestion/validation

Tools

Spark

Dask

Kubernetes

Job description

At IMC, data is pivotal in shaping trading decisions across a wide range of financial products. Better data means better decision making for both the research and trading teams. We’re on a mission to ensure that we have access to quality data to enhance our ability to rapidly adapt and innovate.

This role is ideal for someone passionate about financial data, quantitative research, and market analysis. As a Market Data Quality Analyst, you’ll own a variety of reference data, corporate actions data and alternative data from sources such as exchanges and data vendors. You’ll then work to turn these into research and trading-ready datasets via ingestion, validation, mapping, enrichment and publication.

Your Core Responsibilities:

• Acquire, clean, and maintain reference data, corporate actions data and alternative data from various sources (exchanges, third-party vendors, proprietary feeds).
• Design and own automated Python pipelines for ingestion, transformation and publication of these sources.
• Analyse datasets using SQL, Pandas and Polars to help model, investigate issues, and document data.
• Monitor and resolve data anomalies, missing values, and inconsistencies to ensure high data quality and develop automated testing strategies to flag such issues.
• Work with engineers to enhance data storage, retrieval, and efficiency for research workflows.
• Work with researchers, traders and other data users to turn data needs into well-defined, maintained datasets.

Your Skills and Experience:

• 5+ years in a data-focused role, preferably in a trading, quantitative finance, or financial services environment.
• Strong Python including data processing frameworks such as Pandas or Polars.
• Advanced SQL for analysing large datasets efficiently.
• Genuine interest in how exchanges work – including instrument lifecycles, session structures, holiday calendars and symbology.
• Eagerness to get into the details of a dataset, either to find quality issues or to help document data edge cases.
• Strong communication skills and the ability to work cross-functionally with researchers, traders and engineers to build up data requirements.
• Nice to have: visualisation tools (Streamlit, Plotly), distributed processing (Spark, Dask), CI/CD, Kubernetes.

About Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

Market Data Quality Analyst Sydney, NSW, AU