Data Engineer - Systematic Trading (Ref: 4810-)
This range is provided by Referment. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range
Referment has partnered with a systematic hedge fund that has recently opened a new role in their Data Engineering team.
Working directly with PMs, traders, and quants, you will be responsible for building and maintaining the data infrastructure that fuels their research and trading strategies. This presents an exciting opportunity to work closely with the investment process as the company grows and expands into new asset classes.
The role involves building and maintaining data pipelines for their intraday and systematic trading desks, as well as frameworks to ensure the accuracy and integrity of datasets that influence the efficacy of their quantitative strategies.
The ideal candidate must have strong Python development skills and at least 4 years of experience as a Data Engineer in financial markets.
Key Requirements
* 4+ years of experience building ETL/ELT pipelines using Python within financial markets (preferably for a systematic trading desk)
* Strong knowledge of SQL and relational databases
* In-depth knowledge of data streaming technologies like Kafka, S3, and Airflow
* Degree or higher in Computer Science or a related field
* Willingness to do support and occasional on-call work as needed
Additional Information
* Seniority level: Mid-Senior level
* Employment type: Full-time
* Job function: Information Technology
* Industries: Financial Services, Investment Management, IT Services, and IT Consulting
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Locations recently posted: Greater London, London, Staines-Upon-Thames.
Salary range: £50,000 - £80,000, depending on experience.
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