Engineer high-performance data systems powering real-time trading and quantitative research in a world-class trading environment.
This role sits at the intersection of software engineering and quantitative research, building robust, low-latency data pipelines that support both research workflows and live trading across global markets.
You’ll design, implement, and optimise production-grade data pipelines, working with large and complex datasets. The role is heavily Python-focused, with extensive use of pandas, NumPy, and scientific libraries,integrating data from multiple internal and external sources.
You’ll work closely with quants, traders, and engineers on business-critical problems, where performance, reliability, and data quality directly impact trading decisions.
At least 5 years of hands-on experience using Python for data engineering is crucial to be successful in this role. You should be comfortable manipulating large datasets, writing efficient and well-tested code, and maintaining production data pipelines.
If you enjoy solving complex data problems and seeing your work make a difference, this role offers both challenge and reward.
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