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A leading Quantitative Hedge Fund in London is seeking a Data Engineer with 1-3 years of experience. You will play a crucial role in a small team focused on data ingestion, processing, and delivery, utilizing a diverse technology stack including Python and SQL. The role offers a friendly and supportive culture with a hybrid working model.
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
This is an incredible opportunity for a Data Engineer 1-3 years of experience to join a market-leading Quantitative Hedge Fund.