Senior Data Software Engineer - Quant Hedge Fund

ZipRecruiter; City Of London; Hybrid; GBP 130,000; Full time

Job summary

A leading hedge fund is seeking a Senior Data Engineer in London to design and engineer data systems. Candidates should have over 5 years of experience in data engineering, with strong skills in Python and SQL. The position offers a competitive salary of £130K, excellent benefits, and requires on-site work 3 or more days a week.

Benefits

Excellent benefits

Company pension contributions

Annual bonus

Management Incentive Scheme

Qualifications

• 5+ years working as a Data Engineer, 2+ years in Financial Markets.
• Expertise in Python with data libraries.
• Experience with SQL databases and cloud platforms.

Responsibilities

• Design and own the ingestion and transformation of datasets.
• Collaborate with stakeholders to understand data needs.
• Ensure data quality and accessibility for consumers.

Skills

Python

Data wrangling

SQL

Collaboration with Quant Researchers

DevOps

Data integrity

Tools

PostgreSQL

Snowflake

Bloomberg

Docker

Job description

Overview

Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in Systematic Trading Technology, sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record.

The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading staff tenure. You will join a 5-strong Data Engineering team in a Senior Individual Contributor capacity, working directly with Quant Researchers, Portfolio Managers and Traders, and designing and engineering the ingestion, storage, transformation and distribution of tick, timeseries, reference and alternative datasets. The technology stack spanson-premise and cloud infrastructure with technologies and tooling such as Python, dbt, KDB+, Snowflake, SQL, 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.

Responsibilities

Design, engineer and own the ingestion, storage, transformation and distribution of tick data, timeseries, reference and alternative datasets. Collaborate with Quant Researchers, Portfolio Managers and Traders to understand data needs. Support and evolve the data platform across on-premise and cloud infrastructure. Work with data vendors (e.g., Bloomberg, Refinitiv, Factset, Morningstar) and ensure data quality, lineage and accessibility for consumers.

Qualifications

• 5+ years working as a Data Engineer with 2+ years in Financial Markets, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology.
• Expertise in Python, including libraries for data wrangling such as Pandas, NumPy, and SQLAlchemy.
• Experience with traditional SQL databases (e.g. PostgreSQL, MySQL, SQL Server) and cloud data warehouses (e.g. Snowflake, Databricks, BigQuery, Redshift).
• Experience with time-series data, and/or 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.

Salary and Benefits

This hire has been budgeted at a salary of £130K, plus excellent benefits and company pension contributions, along with a healthy annual bonus and an opportunity to participate in their Management Incentive Scheme. Applicants must be able to work onsite in Central London 3 or more days per week.

How to apply

Please apply below or contact [e-mail] for more information.