My client is an emergent Multi-Strategy Hedge Fund. Post onboarding a number of new Trading desks across both the Systematic HFT and Discretionary businesses they're now looking to hire an experienced Software Engineer / Data Engineer to work closely with Trading, Quant Research, and parallel Technology teams.
This is a fast-paced, collaborative and innovative environment, suited to individuals with a entrepreneurial spirit, able to work both autonomously and as part of a vibrant rapidly expanding group.
Your focus will be the design, building and implementation of advanced Big Data solutions, to enable the capture, ingestion, storage, and provision of Terabyte sized Alternate Datasets. Tools you'll create include
- ETL / ELT Data Pipelines and Frameworks
- APIs
- Data Store
Candidate's suitable for this role, will ideally have
- Grande Ecole education in STEM field(s)
- 3-8 yrs' of blended Data Engineering and Software Engineering skills, include ETL / ELT pipelines for High throughput (and Low Latency Data)
- Expert Python skills, inc. Data Analysis and ML libraries
- Multiprocessing experience
- Strong SQL skills, and experience with both SQL and NoSQL based DBs such as Postgres, MongoDB, Redis, etc.
- Cloud experience with any of the major vendors, with AWS preferred
- Experience with C#, C++, React / Angular is desirable but not essential
What you'll gain (Skills and Mobility)
- Develop intimate understanding of the mechanics of Buy Side Trading
- Develop thorough understanding of traditional and emergent Asset classes including Equities, Fixed Income, FX, Commodities, Digital Assets
- Mobility is strongly promoted by the Partners, so opportunities to move to other locations such as NAM, APAC, and other parts of Europe, previous candidates have placed have moved internally to Quant Development, ML Development, and Tech Lead roles in Data.
