data engineer
Summary
Build and maintain scalable data pipelines for a hedge fund, transforming raw market and research data into standardized datasets for AI-driven trading systems.
Описание
The company is a technology-first hedge fund that builds trading systems at the intersection of financial markets, AI, and frontier technologies. It operates an in-house AI research lab, maintains stable long-term funding, and provides access to experimental hardware.
Задачи
- Design and maintain scalable pipelines for market, trading, and research data;
- Build reliable ingestion systems for exchange feeds, execution venues, alternative datasets, and internal data sources;
- Develop data quality frameworks, validation checks, monitoring, and observability tooling;
- Create standardized datasets used across quantitative research, machine learning, and production trading systems;
- Optimize storage and retrieval of large-scale time series data;
- Transform raw data into research-ready features in collaboration with researchers;
- Partner with engineering teams to ensure consistent data models across research and production environments;
- Improve metadata management, lineage tracking, and reproducibility of research results;
- Evaluate and integrate new datasets that may provide trading edge.
Требования
- Experience working with market data, order book data, or trading systems;
- Experience supporting machine learning workflows;
- Knowledge of quantitative research and backtesting environments;
- Strong software engineering skills in C++ or Python;
- Experience building production-grade data pipelines and distributed data systems;
- Deep understanding of data modeling, storage formats, and data lifecycle management;
- Good SQL skills and practical experience working with large datasets;
- English B2.
Условия
Relocation support is available; Work at the intersection of trading, AI, and frontier technologies; Opportunity to build systems from scratch; Access to an in-house AI research lab; Use of modern and experimental hardware.