Data Engineer — Financial Data & Infrastructure

Vicuna Asset Management Limited; Hong Kong; On-site; HKD 700,000 - 1,000,000; Full time

Job summary

Vicuna Asset Management Limited is seeking a Data Engineer to build our financial data infrastructure from the ground up, collaborating with quants and software engineers to enable rapid, reliable access to market data.

You will design scalable databases for multi-timeframe data, implement data quality controls, and support research and trading in a fast-paced startup environment with cloud-based processing and vendor APIs.

Qualifications

• Bachelor’s degree in Computer Science, Engineering, Information Systems, or related fields.
• Highly proficient in Python, SQL, and NoSQL databases.
• Experience with cloud computing, distributed storage, and processing large-scale financial databases.
• Familiarity with Hadoop/Spark is a plus.
• Proven experience working with financial data vendors (e.g., Wind, Bloomberg) and their APIs.
• Deep understanding of market data structures, order book dynamics, and trade execution logic.
• Strong capability to design scalable solutions, enforce rigorous data quality controls, and proactively detect anomalies to ensure pipeline reliability.

Responsibilities

• Design, build, and maintain highly scalable database systems to store multi-timeframe market data (tick, minute, daily).
• Ensure fast and reliable retrieval to support research and trading.
• Establish systematic storage mechanisms for internal trade logs, order books, and model-calculated data, ensuring records are complete and optimized for rapid access.
• Implement automated anomaly detection, cross-source reconciliation, and logging/alerting systems to guarantee data consistency, reliability, and high quality prior to use.
• Work closely with quants and software engineers to integrate stable data pipelines into high-frequency research and trading workflows.

Skills

Python

SQL

NoSQL databases

Education

Bachelor’s degree in Computer Science/Engineering/IS

Tools

Hadoop

Spark

Job description

Vicuna Asset Management Limited is seeking a Data Engineer to build our financial data infrastructure from the ground up, collaborating with quants and software engineers to enable rapid, reliable access to market data.

You will design scalable databases for multi-timeframe data, implement data quality controls, and support research and trading in a fast-paced startup environment with cloud-based processing and vendor APIs.