Job Title: Volatility Data Engineer - Systematic Data Platform
We are seeking a highly skilled Data Engineer/Scientist to join our team in the systematic data group. The team consists of content specialists, data scientists, analysts, and engineers responsible for discovering, maintaining, and analyzing sources of alpha for portfolio managers.
This is an opportunity for individuals passionate about quantitative investing, leveraging knowledge and skills in four key areas: data, statistics, technology, and financial markets.
The ideal candidate will work with options, reference, exchange, and TIQ-level data sets to provide Portfolio Managers with real-time information for informed investment decisions.
Responsibilities:
• Develop a systematic option platform utilizing referential data, pricing data, data analysis, and data research.
• Collaborate with data scientists/analysts on the end-to-end life cycle of data.
• Support quantitative researchers/portfolio managers on data used for signal generation, back testing, and trading.
Requirements:
• Strong technical skills with experience in production coding in Linux.
• At least 2 years of experience in finance, finance technology, or comparable industry – buyside experience preferred.
• Master's degree or higher in fields such as quantitative finance, engineering, computer science, or equivalent.
• Proficient in computer science fundamentals and object-oriented programming using Python, C++, Java, or equivalent.
• Self-driven and eager to learn, able to pick up things quickly.
• Experience with databases/SQL and basic understanding of financial products.
• Hard-working, intellectually curious, and team-oriented.
• Strong communication skills.
• Experience with option security master, option data, option trading, or option vol is a strong plus.
• Experience with technologies like KDB, Apache Iceberg, and Lake Formation will be a meaningful differentiator.
Estimated Salary: $120,000 - $180,000 per year
London United Kingdom