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About the Role

You will work within a data focused function supporting Quantitative Researchers, Traders and other stakeholders across the firm. The role focuses on designing and developing financial datasets that support systematic strategies and trading decisions, with particular emphasis on market data, pricing datasets and reference data. You will combine financial market knowledge with Python and data engineering skills to build and own the automated production pipelines that create and maintain these datasets.

Responsibilities

Collaborate with Quantitative Researchers and Traders to design financial datasets that support systematic strategies and trading decisions
Develop Python code to extract, clean, normalise and aggregate data from a range of financial market data sources
Design, build and maintain automated data pipelines covering sourcing, extraction, transformation, validation and delivery
Develop and maintain pricing and reference datasets across financial instruments and markets
Investigate and resolve data quality and production issues to improve the reliability and availability of datasets
Evaluate and implement new approaches to data extraction, processing and onboarding
Take ownership of production data workflows and evolve them as data requirements, systems and business priorities change

Requirements

2 to 5 years of experience in a data focused role working with financial or market data
Strong understanding of financial markets and instruments, including the behaviour and characteristics of pricing and reference datasets
Advanced Python programming skills, including experience with data processing libraries such as Pandas or Polars
Experience designing, building and maintaining automated production data pipelines
Strong data analysis and problem solving skills, with the ability to investigate data quality issues and understand their underlying causes
Experience working with market data platforms and APIs from providers such as Bloomberg or LSEG is beneficial, including products such as Datastream, DataScope Select, Real Time, BPIPE or Data License
Strong communication skills with the ability to collaborate effectively with Quantitative Researchers, Traders and other stakeholders
Ability to operate effectively as priorities, systems, projects and business requirements evolve

Skills

Python
Pandas
Polars
Data Engineering
Data Analysis
Problem Solving
Market Data Platforms
APIs

Experience Level

2 to 5 years

Education Level

Postgraduate degree in Mathematics, Physics, Engineering, Computer Science or another quantitative discipline

Benefits

Initiatives and programs to enable employees achieve a healthy work-life balance

About the Company

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world.
We are a technology and data driven group implementing a scientific approach to investing.
Combining data, research, technology, and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges.
QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Equal Opportunity

QRT is an equal opportunity employer.
We welcome diversity as essential to our success.
QRT empowers employees to work openly and respectfully to achieve collective success.