Senior Data Engineer

Trexquant Investment; New York (NY); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Health insurance

Dental insurance

Vision insurance

Pre-tax commuter benefits

Weekly meals

Job summary

Trexquant is seeking an experienced Senior Data Engineer to build and maintain the core data infrastructure powering our quantitative research platform. You will own ingestion, normalization, storage, and lifecycle management of large-scale financial and alternative datasets from hundreds of vendors.

Collaborate with quantitative researchers, data platform engineers, and infrastructure teams to ensure accurate, reliable data across equities, options, futures, fixed income, ETFs, and FX.

Qualifications

• Degree in Computer Science, Engineering, Mathematics or related field.
• 5+ years of data engineering experience in a quantitative, trading, or fintech environment.
• Proficient in Python and SQL for large-scale data ingestion and ETL.
• Strong Linux scripting and production data processing experience.

Responsibilities

• Design, build, and maintain scalable ingestion pipelines from diverse data vendors.
• Own normalization, validation, storage, and lifecycle management of research datasets.
• Develop Python- and SQL-based data workflows for multiple asset classes.
• Collaborate with researchers, architects, and infrastructure for data onboarding.
• Build monitoring and tooling to ensure data platform reliability and performance.
• Document pipelines and contribute to evolving Trexquant data infra.
• Work in Stamford or New York City offices with planned 2026 opening.

Skills

Python development

SQL development

Linux scripting

Data modeling

Communication

Education

Bachelor's or Master's in CS/Engineering/Math

Tools

Parquet

Apache Arrow

Object storage

Columnar databases

Job description

Trexquant is seeking an experienced Senior Data Engineer to build and maintain the core data infrastructure that powers our quantitative research platform. This role is responsible for owning the ingestion, normalization, storage, and ongoing maintenance of large-scale financial and alternative datasets from hundreds of global vendors.

The successful candidate will develop scalable data pipelines that transform raw vendor feeds into clean, consistent, research-ready datasets for systematic researchers and simulation platforms. Working closely with quantitative researchers, data platform engineers, and infrastructure teams, this person will ensure that market, reference, and alternative data is accurate, reliable, and readily accessible across asset classes including equities, options, futures, fixed income, ETFs, and foreign exchange.

This is an ideal opportunity for an engineer who enjoys solving complex data engineering challenges in a research-driven environment where data quality, scalability, and performance directly impact alpha generation.

Responsibilities

• Design, build, and maintain scalable ingestion pipelines for market, reference, tick, and alternative data from a diverse set of external vendors.

• Own the normalization, validation, storage, and lifecycle management of research datasets, ensuring data is accurate, consistent, and readily accessible for quantitative research and simulation.

• Develop and optimize Python- and SQL-based data processing workflows supporting multiple asset classes, including equities, options, futures, fixed income, ETFs, and FX.

• Partner with quantitative researchers, data architects, and infrastructure teams to onboard new datasets, improve data quality, and deliver reliable research-ready data.

• Build monitoring, automation, and operational tooling to ensure the reliability, performance, and scalability of the firm’s data platform.

• Document data pipelines and engineering best practices while contributing to the ongoing evolution of Trexquant’s research data infrastructure.

• Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or a related quantitative field.

• 5+ years of data engineering experience within a systematic trading, quantitative research, hedge fund, or financial technology environment.

• Python and SQL development experience in building large-scale data ingestion and ETL pipelines.

• Strong Linux experience, including scripting, automation, and operating production data processing systems.

• Deep knowledge of financial data across multiple asset classes, including equities, options, futures, fixed income, ETFs, FX, and alternative datasets.

• Experience working with market data, tick data, reference data, and vendor data feeds, including normalization, validation, and quality control.

• Familiarity with modern data storage formats and technologies such as Parquet, Arrow, object storage, and columnar databases.

• Strong communication and collaboration skills, with the ability to work effectively alongside researchers and engineering teams.

• Competitive salary plus bonus based on individual and company performance.

• Collaborative, casual, and friendly work environment.

• PPO health, dental, and vision insurance premiums fully covered for you and your dependents.

• Pre-tax commuter benefits.

• Weekly company meals.

Applications are open for both Stamford and New York City offices, the latter with a planned opening in September 2026.

The base salary range is $150,000-$200,000, depending on the candidate’s educational and professional background. Base salary is one component of Trexquant’s total compensation, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.

Trexquant is an Equal Opportunity Employer.