Data Engineer
Selby Jennings · New York, NY · 1 mo ago
EngineeringFull-time
Key Responsibilities
- Build, maintain, and enhance core trading and market data platforms.
- Design and develop scalable data ingestion pipelines for internal and third-party datasets.
- Onboard, normalize, enrich, and curate complex financial datasets.
- Partner closely with traders, quantitative researchers, and developers to support research and production trading workflows.
- Develop data quality, validation, monitoring, and reconciliation frameworks to ensure dataset integrity and accuracy.
- Support the creation and maintenance of historical and point-in-time datasets used in quantitative research and strategy development.
- Improve accessibility and usability of datasets through APIs, tooling, and metadata management.
- Contribute to initiatives involving machine learning, dataset annotation, and AI-driven research workflows.
Required Qualifications
- 3+ years of experience building and supporting production data pipelines.
- Strong Python development skills and experience working within the broader Python data ecosystem.
- Experience designing ingestion workflows for large-scale financial or market data environments.
- Strong understanding of data quality controls, observability, monitoring, and validation processes.
- Experience supporting quantitative research, systematic trading, or investment teams.
- Familiarity with historical, point-in-time, and time-series datasets.
Highly Desired
- Direct experience working with options, futures, or other derivatives datasets.
- Strong understanding of derivatives market structure and associated data models.
- Experience with options chains, futures data, volatility surfaces, Greeks, pricing, or related analytics.
- Experience working with tick data, order book data, market microstructure, or high-volume trading datasets.
- Knowledge of financial data vendors, exchange feeds, and market data onboarding.
- Experience supporting trading desks, quantitative researchers, or systematic investment strategies.