Quant Data Scientist: Finance Data Pipelines & Research

Qube Research & Technologies; Paris; On-site; EUR 65,000 - 95,000; Full time

Job summary

Qube Research & Technologies (QRT) in Paris is seeking a data-focused engineer to build data pipelines for macro market datasets, collaborating with researchers, PMs and traders to translate requirements into robust data solutions.

You will develop Python tooling with Pandas and NumPy, validate data quality across sources, and onboard new datasets from external providers, including rates, derivatives and fixed income instruments.

Qualifications

• 2+ years in Data Science, Data Analysis, Data Engineering in financial markets.
• Understanding of Macro, Fixed Income, Rates or related assets.
• Strong Python with data libraries; Pandas/NumPy experience.
• Good SQL skills with structured financial datasets.
• Ability to translate business needs into data solutions.
• Knowledge of data quality, validation and cross-source consistency.
• Strong communication with researchers, PMs, traders and vendors.
• Degree in quantitative field; postgraduate preferred.
• Experience developing data pipelines or production data infra is beneficial.

Responsibilities

• Collaborate with Quant Researchers, PMs and Traders to understand data requirements and identify datasets for research and trading strategies.
• Evaluate data assets and external vendor offerings for coverage, quality and suitability for financial applications.
• Onboard new datasets with a focus on Macro markets (Rates, bonds, derivatives, alternative data).
• Engage with external data providers to assess offerings, APIs and delivery mechanisms.
• Develop Python tools and pipelines to extract, clean, normalise and analyse datasets from multiple sources.
• Investigate discrepancies across data providers, including instrument identifiers, pricing conventions and timestamps.
• Maintain and improve data quality and consistency across datasets.
• Collaborate with engineering teams to automate data ingestion and integration into research/trading environments.

Skills

Python

SQL

Data pipelines

Data quality

Financial markets

Communication

Cross-functional collaboration

Education

Degree in a quantitative discipline

Postgraduate qualification beneficial

Tools

Pandas

NumPy

Job description

Qube Research & Technologies (QRT) in Paris is seeking a data-focused engineer to build data pipelines for macro market datasets, collaborating with researchers, PMs and traders to translate requirements into robust data solutions.

You will develop Python tooling with Pandas and NumPy, validate data quality across sources, and onboard new datasets from external providers, including rates, derivatives and fixed income instruments.