Data Quality Engineer

IMC Trading; Amsterdam; On-site; EUR 70,000 - 110,000; Full time

Job summary

IMC Trading in Amsterdam is seeking a Data Quality Engineer to design statistical methods that detect outliers, missing values, and inconsistencies across market datasets. You will own historical datasets from vendor and internal feeds, turning them into pricing-grade inputs for researchers and traders.

You will collaborate with quantitative researchers, traders, and engineers to deploy robust data pipelines, validate data trust, and push production-ready solutions across regions and asset

Qualifications

• Master's degree in a quantitative discipline is required.
• 3–5 years working with large-scale financial or scientific datasets.
• Strong Python including time-series analysis libraries.
• Ability to move between interactive analysis and production code.
• Direct stakeholder communication with researchers and traders on data trust.

Responsibilities

• Design statistical methods from first principles to detect outliers, distribution shifts, stale values, missing values, and inconsistencies across market datasets.
• Investigate anomalies, quantify their impact on pricing and trading decisions, and communicate findings through analyses and design documents.
• Refactor and generalise methods as new asset classes and regions expose edge cases.
• Ingest, assess, clean and maintain historical data from various external sources by designing and owning automated pipelines for corrections
• Engage researchers and traders directly on data trust, methodology, and trade-offs.
• Coordinate across curators, quantitative researchers, and developers for each dataset.
• Roll out new and existing methods to production across regions and asset classes.
• Contribute production code in shared libraries

Skills

Large-scale datasets experience

Statistical analysis

Data quality mindset

Stakeholder communication

Attention to detail

Education

Master's degree in Mathematics / Statistics / Econometrics / Physics

Tools

Python

Time-series libraries

Surface fitting

Job description

At IMC, data shapes trading decisions across a wide range of financial products. The Data Quality team owns the integrity, completeness, and timeliness of the datasets our Quantitative Researchers and Traders rely on. As a Data Quality Engineer, you design the statistical methods that detect, characterise, and quantify issues in those datasets. Additionally, you own historical datasets that turn raw vendor and internal feeds into pricing-grade inputs and output.

Your responsibilities

Statistical methods

• Design statistical methods from first principles to detect outliers, distribution shifts, stale values, missing values, and inconsistencies across market datasets.
• Investigate anomalies, quantify their impact on pricing and trading decisions, and communicate findings through written analyses and design documents.
• Refactor and generalise methods as new asset classes and regions expose edge cases.

Historical Datasets

• Ingest, assess, clean and maintain historical data from various external sources by designing and owning automated pipelines for corrections
• Engage researchers and traders directly on data trust, methodology, and trade-offs.
• Coordinate across curators, quantitative researchers, and developers for each dataset.

Curation in production

• Roll out new and existing methods to production across regions and asset classes.
• Contribute production code in shared libraries

What you bring to the team

• 3–5 years working with large-scale financial or scientific datasets.
• A Master's degree in a quantitative discipline (Mathematics, Statistics, Econometrics, Physics, or similar).
• Strong Python including the statistical libraries used for time-series analysis and surface fitting.
• Comfortable moving between interactive analysis and production code.
• A self-starter who finds the work that must be done, and does it without direction
• Direct stakeholder communication with researchers and traders on data trust.
• Intellectual curiosity about messy real-world market data.
• Genuine interest in financial markets (no prior knowledge or experience is required)

About Us

IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.