Data Scientist - Market Data

Description

The company is a global quantitative and systematic investment manager that trades across every liquid asset class worldwide. Technology and data sit at the centre of its approach, and its investing is grounded in a scientific method.

You would sit in a data team that serves Quantitative Researchers, Traders and other stakeholders across the firm. The work centres on building financial datasets for systematic strategies and trading decisions, mainly market data, pricing datasets and reference data. You combine knowledge of financial markets with Python and data engineering to build and run the automated production pipelines behind those datasets.

Responsibilities

• Work with Quantitative Researchers and Traders to shape financial datasets used by systematic strategies and trading decisions.
• Write Python to pull, clean, normalise and combine data from multiple financial market sources.
• Build, operate and maintain automated pipelines that source, extract, transform, validate and deliver data.
• Build and upkeep pricing and reference data covering financial instruments in several markets.
• Find and fix data quality and production problems so datasets stay reliable and available.
• Assess and adopt new methods for extracting, processing and onboarding data.
• Own production data workflows and change them as data needs, systems and business priorities shift.

Requirements

• You have 2 to 5 years working with financial or market data in a data role.
• You understand financial markets and instruments well, including how pricing and reference data behave and what they contain.
• You program in Python at an advanced level and have used data libraries such as Pandas or Polars.
• You have designed, built and maintained automated production data pipelines.
• You analyse data well and solve problems, tracing data quality issues to their root causes.
• Experience with market data platforms and APIs from providers such as Bloomberg or LSEG is beneficial, including tools like Datastream, DataScope Select, Real Time, BPIPE or Data License.
• You hold a postgraduate degree in Mathematics, Physics, Engineering, Computer Science or another quantitative field.
• You communicate clearly and work well with Quantitative Researchers, Traders and other stakeholders.
• You can keep working effectively as priorities, systems, projects and business needs change.

Conditions

The company is an equal opportunity employer that values diversity.

Benefits

• Initiatives are in place to help staff keep a healthy balance between work and life.