Senior Data Engineer (USA)

Trexquant Investment; Stamford (CT); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Health benefits

Commuter benefits

Company meals

Bonus potential

Job summary

Trexquant is seeking an experienced Senior Data Engineer to own core data infrastructure, including ingestion, normalization, storage, and ongoing maintenance of large-scale financial datasets from global vendors. Collaborate with researchers and engineers to deliver reliable, research-ready data across equities, options, futures, FX, and more.

You will develop scalable Python- and SQL-based workflows, build monitoring tools, and contribute to data platform evolution.

Qualifications

• 5+ years of data engineering experience in finance or quantitative research.
• Experience building ingestion and ETL pipelines for large-scale datasets.
• Proficient in Python and SQL for data processing workflows.
• Strong Linux skills and scripting for production data systems.
• Experience with market, reference, and alternative data is a plus.

Responsibilities

• Design, build, and maintain scalable ingestion pipelines for market and alternative data.
• Own normalization, validation, storage, and lifecycle management of research datasets.
• Develop Python- and SQL-based data processing workflows for multiple asset classes.
• Collaborate with researchers and data/infra teams to onboard new datasets.
• Build monitoring and automation tooling to ensure reliability and performance.
• Document pipelines and best practices for Trexquant’s data platform.

Skills

Data engineering

Python

SQL

Linux

ETL pipelines

Parquet/Arrow

Education

Bachelors/Masters in CS/related

Tools

Parquet

Arrow

Object storage

Columnar DBs

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, CT and New York City offices.

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.