Quantitative Data Engineer

This position is part of our Data Technology team and will help implement, enhance, and manage our quantitative models. Primary responsibilities include researching, designing, coding, testing, and deploying projects while working in a fast-paced environment and improving proprietary data repository and financial data platforms. The Quantitative Data Engineer will work closely with quantitative research and portfolio management professionals to implement new ideas. The successful candidate must possess strong knowledge of financial equity data (e.g., Compustat, Bloomberg, Thomson Reuters), have solid coding skills (in SQL, Python, Julia, and C++), and experience working with large datasets. MS/PhD degree in Computer Science or related field required.

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We are seeking a Quantitative Data Engineer to design and implement our proprietary quantitative investment systems. You will be a key player in the Technology team and will research, design, code, test and deploy projects while working in a fast-paced environment. 

Responsibilities include:

• Implement, enhance, and manage quantitative models
• Design and improve proprietary data repository and financial data platforms
• Automate and support the Extract, Transform, and Load (ETL) processes from various market data vendors
• Develop and manage reporting and performance analytics platforms
• Work closely with quantitative researchers on data requests and model development

Requirements include:

• MS/PhD in Computer Science, Engineering, Statistics, or related discipline with excellent academic credentials
• Strong knowledge of financial equity data, a plus with experience in Bloomberg, Thomson Reuters, Compustat, and CapIQ data
• Broad knowledge of database concepts with proficiency in SQL and stored procedures, preferably with Microsoft SQL Server
• 2+ years of solid coding experience in Python, Julia, C++, C#
• Experience in processing large and complex datasets
• An advanced knowledge of math and statistics
• Strong communication skills and ability to collaborate across teams

When determining the actual base salary offered to successful candidates, various factors will be considered, including but not limited to, the candidate’s relevant experience, skills, and qualifications for the role, as well as level of education attained, certifications, and other professional licenses held. The salary may also depend on whether the role includes managerial responsibilities. The expected base salary for this position is $150,000-$250,000. In addition to base salary, benefits include discretionary bonus plans, health, dental and other wellness plans, contributions to profit-sharing and 401(k) plan, paid time off, and more.

 

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