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Senior Data Engineer (Cross-Train to KDB+) - Quant Hedge Fund

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London

Hybrid

GBP 60,000 - 100,000

Full time

23 days ago

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An established industry player is seeking a Senior Data Engineer with extensive experience in financial markets. This exciting role involves joining a dedicated team to enhance data processing, access, and integration while working with cutting-edge technologies like Python, KDB+, and Snowflake. The firm prides itself on a supportive culture and offers a hybrid working model, ensuring a balanced work-life environment. If you're passionate about data integrity and building robust systems, this is a unique opportunity to grow your career in a market-leading Quantitative Hedge Fund while cross-training in KDB+.

5+ years as a Data Engineer with 2+ years in Financial Markets Engineering.
Proficient in Python and SQL, familiar with relational and time-series databases.

Join a Data Engineering team to manage ingestion, storage, and transformation of datasets.
Work on data pipelines from major financial market data vendors.

Python

SQL

Data Engineering

Communication Skills

Data Integrity

KDB+

Snowflake

Databricks

Git

Docker

Jenkins

TeamCity

Job Description

Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in Systematic Trading Technology, sought to join a market-leading Quantitative Hedge Fund.

You will join a 5-strong Data Engineering team covering the ingestion, storage, transformation and distribution of tick, timeseries, reference and alternative datasets. The technology stack is similarly varied including a range of legacy and modern systems, across on-premises and cloud infrastructure with technologies and tooling such as Python, KDB+, Snowflake, SQL and interfacing with Market Data vendors such as Bloomberg, Refinitiv, Factset and MorningStar.

This is an exciting time for you to join the team as they consolidate our technology estate, revamp how they process and filter data, and overhaul the way data is accessed by their consumers, while continuing to onboard new datasets that enhance their strategies. They are a lean team owning end-to-end delivery from initial design through to operational support in production. This is also a rare opportunity to cross-train to work with KDB+.

The firm works on a hybrid working schedule, with a minimum of three days per week in the office, and are renowned for their friendly, supportive and collegiate culture, with an enviably low staff turnover.

Requirements

5+ years working as a Data Engineer with 2+ years in Financial Markets Engineering, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology.
Proficient in Python and SQL and familiarity with relational and time-series databases. Exposure to Snowflake or Databricks.
Experience implementing data pipelines from major financial market data vendors (Bloomberg, Refinitiv, Factset).
SDLC and DevOps: Git, Docker, Jenkins/TeamCity, monitoring, testing, agile practices.
Passionate about code quality, data integrity, and building scalable and robust systems.
Ability to communicate clearly with technical and non-technical colleagues.

This is an incredible opportunity for a Data Engineer with 5+ years’ experience, to join a market-leading Quantitative Hedge Fund, with the added opportunity to cross-train into KDB+.

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