The Advantage Quantitative Equity team is hiring a Quantitative Data Analyst to take ownership of the quality, reliability, and usability of the quantitative datasets that power our research and production investment workflows.
Responsibilities
- Become a domain owner for key quant datasets (e.g., market data, fundamentals, corporate actions, identifiers/reference data) and develop a detailed understanding of their structure, lineage, known quirks, and intended use in research and production workflows.
- Onboard new datasets end-to-end: profiling, schema/coverage validation, identifier mapping, cross-source reconciliation, documentation, and support for productionization.
- Build and maintain automated data validation and monitoring processes (completeness, timeliness, duplication, outliers, stale/missing series, mapping breaks), along with clear quality metrics and dashboards—implemented in code, not spreadsheets.
- Investigate data anomalies impacting research or production output: triage, isolate root cause, quantify impact, coordinate remediation, and write the code that prevents recurrence.
- Write Python scripts, pipelines, and utilities (using pandas, NumPy, and related libraries) to automate validation, onboarding, reconciliation, and monitoring workflows; collaborate with quant developers to harden and operationalize your solutions.
- Maintain high-quality dataset documentation and operational runbooks (definitions, assumptions, known quirks, troubleshooting guidance), improving consistency and conventions across the data ecosystem.
- Maintain datasets over time through routine checks, backfills, and improvements as vendor definitions, schemas, and business requirements evolve.
- Engage constructively with internal teams and external vendors when addressing data issues or evaluating new sources.
Qualifications
- Bachelor’s degree in a quantitative discipline (e.g., Statistics, Mathematics, Economics, Finance, Computer Science) or equivalent practical experience.
- Hands‑on experience working with quantitative financial datasets—prices/returns, fundamentals, corporate actions, security master/reference data, factor data, risk model inputs—from vendors such as Bloomberg, Refinitiv/LSEG, Compustat, FactSet, or ICE.
- Solid understanding of common time‑series data quality challenges in a systematic investment context: staleness, point-in-time correctness, survivorship bias, partial trading days, identifier changes (CUSIP/ISIN/ticker), and corporate action adjustments.
- Experience working with vendor datasets; comfortable reconciling across sources and managing schema/definition changes over time.
- Strong SQL skills: ability to write and optimize queries to validate, reconcile, and investigate issues across large analytical datasets.
- Strong Python skills: able to write clean, maintainable scripts, pipelines, and reusable utilities independently; comfortable with pandas, NumPy, file I/O, and scheduling.
- Strong analytical and debugging mindset; able to diagnose data inconsistencies systematically and drive fixes through to completion.
- Strong communication and collaboration skills; effective in small, close-knit teams with direct stakeholder interaction.
Preferred Qualifications
- Experience at a quantitative asset manager, systematic hedge fund, or similar investment data environment.
- Experience supporting production data pipelines and incident workflows (monitoring, alerts, runbooks, operational readiness).
- Familiarity with modern data warehouses (e.g., Snowflake) and/or analytical engines (e.g., DuckDB, Polars).
- Cloud experience, preferably Azure.
Benefits
We offer a highly competitive total rewards package, including a base salary range of $90,000 – $150,000 USD and comprehensive benefits such as health, dental, vision, retirement plans, and workplace wellness programs. Additional incentives may be provided based on performance.