As a Data Engineer on the Long/Short Equities team, you will be responsible for ingesting, cleaning, and aligning data from various global vendors and prime brokers. Your role will be central to ensuring our signals, backtests, and live trading systems operate on high-quality and accurate data across the full lifecycle of a security.
Roles & Responsibilities:
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Ingest, standardize, and maintain global equity datasets from multiple third-party vendors (e.g., Bloomberg, Refinitiv, FactSet, S&P Global, Exegy, etc.).
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Structure and align data to support quantitative research, factor modeling, and portfolio construction.
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Develop systems to track and handle complex corporate actions including ticker changes, delistings, mergers, spin-offs, dual listings, ADR/local shares.
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Collaborate closely with PMs, quantitative researchers, and trading infrastructure engineers to define and fulfill data requirements.
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Understand prime brokers’ internal ticker conventions and develop robust mappings across trading venues, custodians, and OMS/EMS systems.
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Ensure data quality through rigorous validation, monitoring pipelines, and anomaly detection.
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Help maintain symbol mapping libraries across time zones, exchanges, and asset classes.
Qualifications:
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Bachelor's degree or above in Computer Science, Engineering or related field.
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Deep familiarity with global equity markets, including North America, Europe, and Asia-Pacific exchanges.
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Proficient in Python (Pandas, NumPy), SQL, and data pipeline orchestration tools (e.g., Airflow, Luigi).
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Knowledge of major data vendors and experience working with financial reference and pricing data.
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Strong understanding of market microstructure and security identifiers (e.g., ISIN, CUSIP, SEDOL, RIC, Bloomberg Ticker).
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Ability to navigate prime brokerage data and internal ticker mapping for order execution and post-trade reconciliation.
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Experience in a data engineering or quantitative data operations role at a hedge fund, proprietary trading firm, or asset manager.
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Prior experience working with tick- or bar-level data, especially for intraday equity strategies.
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Familiarity with buy-side OMS/EMS systems and order flow handling.
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We are an inclusive organisation and actively promote equality of opportunity for all with the right mix of talent, skills, and potential. We welcome all applications from a wide range of candidates. Selection for roles will be based on individual merit alone.
