Data Engineer – Quant Hedge Fund

JR United Kingdom; City Of London; Hybrid; GBP 40,000 - 70,000; Full time

Job summary

A leading Quantitative Hedge Fund is seeking a Data Engineer with 1-3 years of experience to join their dynamic team. The role involves managing diverse datasets using technologies like Python and SQL, while collaborating on innovative data solutions. The firm promotes a supportive culture and offers a hybrid work environment, making it an excellent opportunity for professional growth.

Qualifications

• 1-3 years in Hedge Fund, Investment Bank, or FinTech.
• Proficient in Python and SQL.
• Experience with data pipeline implementation.

Responsibilities

• Manage ingestion, storage, transformation, and distribution of datasets.
• Collaborate with a small team on data processing and access.
• Maintain code quality and data integrity.

Skills

Python

SQL

Code quality

Data integrity

System scalability

Communication

Tools

Airflow

dbt

Snowflake

Databricks

Git

Docker

Jenkins

Job description

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Data Engineer – Quant Hedge Fund, london (city of london)

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Client:

Winston Fox

Location:

london (city of london), United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

4

Posted:

16.06.2025

Expiry Date:

31.07.2025

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Job Description:

Data Engineer with 1-3 years experience gained in a Hedge Fund, Investment Bank, FinTech or similar sought to join a market-leading Quantitative Hedge Fund.

You will join a 5-strong Data Engineering team covering the ingestion, storage, transformation and distribution of tick, timeseries, reference and alternative datasets. The technology stack is similarly varied including a range of legacy and modern systems, across on-premises and cloud infrastructure with technologies and tooling such as Python, dbt, KDB+, Snowflake, SQL and interfacing with Market Data vendors such as Bloomberg, Refinitiv, Factset and MorningStar.

This is an exciting time for you to join the team they consolidate our technology estate, revamp how they process and filter data, and overhaul the way data is accessed by their consumers, while continuing to onboard new datasets that enhance their strategies. They are a lean team owning end-to-end delivery from initial design through to operational support in production.

The firm work on a hybrid working schedule, with a minimum of three-days-per-week in the office, and are renowned for their friendly, supportive and collegiate culture, with an enviably low staff turnover.

Requirements

• 1-3+ years experience gained in a Hedge Fund, Investment Bank, FinTech or similar Expertise in Python and SQL and familiarity with relational and time-series databases.
• Exposure to Airflow and dbt, as well as Snowflake, Databricks or other Cloud Data Warehouses preferred.
• Experience implementing data pipelines from major financial market data vendors (Bloomberg, Refinitiv, Factset….)
• SDLC and DevOps: Git, Docker, Jenkins/TeamCity, monitoring, testing, agile practices.
• Passionate about code quality, data integrity, and building scalable and robust systems.
• Ability to communicate clearly with technical and non-technical colleagues.

This is an incredible opportunity for a Data Engineer 1-3 years of experience to join a market-leading Quantitative Hedge Fund.