Data Engineer

MERIDIAN & SATURN CAPITAL PTE. LTD.; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

A private fund management company in Singapore is expanding its team and seeks a Data Engineer with strong programming skills in Python and SQL. The successful candidate will ingest and maintain global equity datasets, work closely with quantitative researchers, and ensure high data quality. A Bachelor's degree in Computer Science or a related field is required, along with familiarity with global equity markets. Interested applicants should send their resumes to [e-mail].

Qualifications

• Deep familiarity with global equity markets, including North America, Europe, and Asia-Pacific exchanges.
• Strong understanding of market microstructure and security identifiers (e.g., ISIN, CUSIP, SEDOL, RIC).
• Experience in a data engineering or quantitative data operations role at a hedge fund, proprietary trading firm, or asset manager.

Responsibilities

• Ingest and maintain global equity datasets from multiple vendors.
• Develop systems to track corporate actions including ticker changes and mergers.
• Ensure data quality through rigorous validation and monitoring.

Skills

Python (Pandas, NumPy)

SQL

Data analysis

Statistics modeling

Data pipeline orchestration tools (e.g., Airflow, Luigi)

Education

Bachelor's degree in Computer Science, Engineering or related field

Tools

Bloomberg

Refinitiv

FactSet

S&P Global

Job description

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

• Ingest, standardize, and maintain global equity datasets from multiple third-party vendors (e.g., Bloomberg, Refinitiv, FactSet, S&P Global, Exegy, etc.).
• Structure and align data to support quantitative research, factor modeling, and portfolio construction.
• Develop systems to track and handle complex corporate actions including ticker changes, delistings, mergers, spin-offs, dual listings, ADR/local shares.
• Collaborate closely with PMs, quantitative researchers, and trading infrastructure engineers to define and fulfill data requirements.
• Understand prime brokers’ internal ticker conventions and develop robust mappings across trading venues, custodians, and OMS/EMS systems.
• Ensure data quality through rigorous validation, monitoring pipelines, and anomaly detection.
• Help maintain symbol mapping libraries across time zones, exchanges, and asset classes.

Qualifications:

• Bachelor's degree or above in Computer Science, Engineering or related field.
• Deep familiarity with global equity markets, including North America, Europe, and Asia-Pacific exchanges.
• Proficient in Python (Pandas, NumPy), SQL, and data pipeline orchestration tools (e.g., Airflow, Luigi).
• Knowledge of major data vendors and experience working with financial reference and pricing data.
• Strong understanding of market microstructure and security identifiers (e.g., ISIN, CUSIP, SEDOL, RIC, Bloomberg Ticker).
• Ability to navigate prime brokerage data and internal ticker mapping for order execution and post-trade reconciliation.
• experience in a data engineering or quantitative data operations role at a hedge fund, proprietary trading firm, or asset manager.
• Prior experience working with tick- or bar-level data, especially for intraday equity strategies.
• Familiarity with buy-side OMS/EMS systems and order flow handling.

Interested applicants please apply directly here or send your resume to [e-mail]