Data Engineer

Responsibilities

• Work directly with Portfolio Managers and Quantitative Developers: turn their requirements into datasets and pipelines, and be the person who knows every nuance of the data they trade on.
• Design and onboard new data sources into our warehouse; improve the robustness, speed, and scalability of our systems; manage data entitlements.
• Build automated systems for data cleansing, anomaly detection, monitoring, and alerting, bad data must never reach a strategy.
• Evaluate new tools and technologies for organizing, querying, and streaming large datasets, and when nothing on the market fits, build it. That's how the bitemporal store happened.
• Support the production data warehouse the firm depends on.
• Develop and maintain vendor relationships aligned with our business objectives.
• What we're building right now
• A bitemporal data store, designed and written in-house from scratch. Every dataset answers both "what did we know then?" and "what do we know now?", which is what lets researchers trust a backtest.
• A Python 3.14 migration of a large, long-lived codebase.
• Adoption of the latest Apache Airflow: writing DAGs for the thousands of jobs moving off cron.

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