Data Scientist - Market Data

Qube Research & Technologies; Paris; On-site; EUR 80,000 - 110,000; Full time

Job summary

Qube Research & Technologies is seeking a data-focused professional to support Quant Researchers, Traders and stakeholders. You will design financial datasets for systematic strategies and build automated pipelines using Python to handle market, pricing and reference data.

You will collaborate across the firm to extract, clean, normalise and consolidate data from a range of market sources, ensuring high data quality and reliable production workflows to support trading decisions.

Qualifications

• 2 to 5 years of experience in a data focused role working with financial or market data.
• Advanced Python programming skills with Pandas or Polars.
• Strong communication skills and ability to collaborate with Quantitative Researchers, Traders and other stakeholders.
• Postgraduate degree in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline.

Responsibilities

• 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.

Skills

Python

Pandas

Polars

Data analysis

Data pipelines

Communication

Education

Master's degree in Mathematics, Physics, Engineering, Computer Science or related quantitative discipline

Tools

Bloomberg API

LSEG API

Datastream

DataScope Select

Real Time

BPIPE

Data License

Job description

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.