A top-performing systematic hedge fund is seeking an exceptional Data Engineer to join its London team. You will be instrumental in building and scaling high-quality data infrastructure that powers quant research, backtesting, and automated trading strategies.
This is a unique opportunity to work with cutting-edge technologies in a high-impact, performance-driven environment, supporting some of the best minds in quantitative finance.
Key Responsibilities:
- Design, build, and maintain robust data pipelines for real-time and historical market data ingestion
- Ensure data quality, integrity, and availability across internal systems
- Collaborate with quant researchers, portfolio managers, and software engineers
- Integrate third-party datasets, including alternative data sources, into the research platform
- Optimise data storage and access for high-performance analytics and model training
Key Requirements:
- 3+ years of experience in a data engineering or data infrastructure role (preferably in finance or tech)
- Strong programming skills in Python and proficiency with SQL
- Experience with cloud platforms (AWS, GCP, or Azure) and data tools (e.g., Airflow, Spark, Kafka)
- Familiarity with financial markets and systematic trading workflows is highly desirable
- Bachelor’s or Master’s degree in Computer Science, Engineering, or related field
Why Join:
- Join a world-class team at the forefront of systematic investment strategies
- Ownership of mission-critical data systems in a high-performance environment
- Collaborative, tech-first culture with access to large datasets and modern tools
- Industry-leading compensation: up to £300k (base + performance bonus)
If you're a Data Engineer looking to accelerate your career in quant trading, apply now for a confidential conversation. This is a rare chance to work at one of London’s most elite systematic hedge funds.
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