Data Scientist - Market Data

Qube Research & Technologies; Paris; Sur place; EUR 70 000 - 100 000; Plein temps

Résumé du poste

Qube Research & Technologies is seeking a data-focused role supporting Quantitative Researchers, Traders and stakeholders across the firm. You will design and develop financial datasets, combining market data knowledge with Python to build automated production pipelines that create and maintain these datasets.

You will collaborate with researchers and traders to extract, clean, and aggregate data from multiple sources, design and maintain pricing and reference datasets, and resolve data quality

Qualifications

• 2–5 years of experience in a data-focused role working with financial or market data.
• Strong understanding of financial markets and instruments and pricing/reference datasets.
• Advanced Python programming skills with Pandas or Polars for data processing.
• Experience designing, building and maintaining automated production data pipelines.
• Ability to investigate data quality issues and understand root causes.
• Excellent communication and collaboration with Researchers, Traders and stakeholders.

Responsabilités

• Collaborate with Quantitative Researchers and Traders to design financial datasets that support systematic strategies and trading decisions.
• Develop Python code to extract, clean, normalise and aggregate data from a range of financial market data sources.
• Design, build and maintain automated data pipelines covering sourcing, extraction, transformation, validation and delivery.
• Develop and maintain pricing and reference datasets across financial instruments and markets.
• Investigate and resolve data quality and production issues to improve reliability and availability of datasets.
• Evaluate and implement new approaches to data extraction, processing and onboarding.
• Take ownership of production data workflows and evolve them as data requirements, systems and business priorities change.

Connaissances

Strong data analysis

Data wrangling

Problem solving

Collaboration

Communication

Formation

Postgraduate degree in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline

Outils

Python

Pandas

Polars

Bloomberg API

LSEG API / DataScope Select

Description du poste

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

You will work within a data focused function supporting Quantitative Researchers, Traders and other stakeholders across the firm. The role focuses on designing and developing financial datasets that support systematic strategies and trading decisions, with particular emphasis on market data, pricing datasets and reference data. You will combine financial market knowledge with Python and data engineering skills to build and own the automated production pipelines that create and maintain these datasets.

Your future role within QRT

• Collaborate with Quantitative Researchers and Traders to design financial datasets that support systematic strategies and trading decisions
• Develop Python code to extract, clean, normalise and aggregate data from a range of financial market data sources
• Design, build and maintain automated data pipelines covering sourcing, extraction, transformation, validation and delivery
• Develop and maintain pricing and reference datasets across financial instruments and markets
• Investigate and resolve data quality and production issues to improve the reliability and availability of datasets
• Evaluate and implement new approaches to data extraction, processing and onboarding
• Take ownership of production data workflows and evolve them as data requirements, systems and business priorities change
• 2 to 5 years of experience in a data focused role working with financial or market data
• Strong understanding of financial markets and instruments, including the behaviour and characteristics of pricing and reference datasets
• Advanced Python programming skills, including experience with data processing libraries such as Pandas or Polars
• Experience designing, building and maintaining automated production data pipelines
• Strong data analysis and problem solving skills, with the ability to investigate data quality issues and understand their underlying causes
• Experience working with market data platforms and APIs from providers such as Bloomberg or LSEG is beneficial, including products such as Datastream, DataScope Select, Real Time, BPIPE or Data License
• Postgraduate degree in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline
• Strong communication skills with the ability to collaborate effectively with Quantitative Researchers, Traders and other stakeholders
• Ability to operate effectively as priorities, systems, projects and business requirements evolve

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.