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Posted 4 years ago

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Our client is looking for a data engineer for our

Our client is looking for a data engineer for our quantitative development team supporting Equities Statistical Arbitrage trading team . Data drives systematic trading is critical to the firm's business. This is a hands-on position with significant growth potential.

Responsibilities

Investigate vendor data thoroughly to become a subject matter expert on its characteristics and irregularities

Communicate with quantitative researchers and other end-users to understand their requirements and potential future request

Develop ETL processing components using cutting edge technologies, and write robust tests for on-going quality control

Build flexible data API components in iterations with research peers to ensure their needs are met

Support developed transformations and ETL frameworks in production trading as well as backtest research

Optimize data IO and load balancing for distributed, grid computation

Analyze a variety of large data sets to develop and implement alpha signals

Requirements

Experience with the scientific Python stack, Numpy, Scipy, Pandas, Matplotlib

Strong programming skills, preference for Python, Java is a plus

Ability to troubleshoot difficult problems, both numerically and technically

Experience with Hadoop, Spark, and Docker is a plus

Ability to find practical solutions and successfully make trade-offs between long-term goals and short-term deliverables

Proficient with SQL, experience with Postgres is a plus

2-5 years of professional experience, ideally exposure to work with complex data sets and all stages of cleaning, preparing data to be used in specific format

Computer Science/Math or similar degree