Our client, a major Quantitative Hedge fund, is looking to hire an experienced Data Engineer to work closely with quantitative portfolio managers and researchers in a collaborative environment.

This role gives you the opportunity to join one of the world's most successful hedge funds, collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages.

Responsibilities:

• Design and evolve data systems required to enable the quantitative investment process
• Work closely with data vendors such as Bloomberg, Refinitiv and help standardise this for internal consumption
• Automate and support the Extract, Transform, and Load (ETL) processes from various market data vendors and internal operational data stores

Desirable Candidates:

• 3+ years of relevant Python development experience, ideally on the buyside
• 3+ years of Data Engineering experience
• Proficient with NumPy,SciPy, Pandas
• Experience with LLM / ML pipelines a benefit
• Strong AWS data pipeline skills
• Proficient database skills – SQL
• BS in Computer Science, Engineering, Statistics, or related discipline with excellent academic credentials

To discuss the role in confidence, please reach out to Rhys at [email protected].