Quant Research Engineer: Market Data Prototyping

Massive; Atlanta (GA); Hybrid; USD 140,000 - 220,000; Full time

Job summary

Massive is seeking a Quant Research Engineer to design and prototype the next generation of derived market data products. You will work with raw market data—from trades to order books—to create clean, statistically robust datasets used by trading, risk, and analytics teams.

This hybrid role spans quantitative research, algorithm design, and light engineering. You will own the methodology, math, and research rigor behind the data products we ship, turning research into usable data assets.

Qualifications

• Strong quantitative background in math, statistics, physics, CS, or engineering.
• Deep understanding of market data structure and microstructure.
• Experience in prototyping with Python/SQL.
• Ability to document methodology and edge cases.

Responsibilities

• Identify high-value derived datasets for quants and data scientists.
• Design and specify quantitative methodologies for new datasets.
• Prototype algorithms using Python or SQL on large datasets.
• Build and document rigorous methodology definitions.
• Develop data cleaning, normalization, smoothing, interpolation, and event alignment.
• Work with raw market data to derive stable metrics.
• Conduct backtests and statistical validation for datasets.

Skills

Quantitative skills

Time-series analysis

Python

SQL

Data wrangling

Market data knowledge

Job description

Massive is seeking a Quant Research Engineer to design and prototype the next generation of derived market data products. You will work with raw market data—from trades to order books—to create clean, statistically robust datasets used by trading, risk, and analytics teams.

This hybrid role spans quantitative research, algorithm design, and light engineering. You will own the methodology, math, and research rigor behind the data products we ship, turning research into usable data assets.