Mondrian Alpha
Quantitative Data Engineer - Highly Prestigious Hedge Fund - Front-office Focus
Mondrian Alpha, New York, New York, us, 10261
Overview
Data Engineer - Highly Prestigious Hedge Fund - Front-office Focus. The client, a hedge fund, is seeking an experienced Data Engineer to join their Quant Investment team in New York. You will build and maintain data infrastructure that fuels quantitative research and trading, including developing ETL/ELT pipelines, automating research deployment into live trading systems, and creating datasets and libraries to support modelling and LLM capabilities. Responsibilities
Develop and maintain robust ETL/ELT pipelines for quantitative research and trading workflows. Automate deployment of research outputs into live trading systems. Create and manage datasets and libraries to enable advanced modelling and LLM capabilities. Collaborate with quantitative researchers and senior stakeholders to ensure data quality and accessibility across the full lifecycle of trading and research. Qualifications
Strong proficiency in Python and SQL. Excellent communication, meticulous attention to detail, and ability to prioritise high-impact projects. Experience with Spark, Dask, Airflow (or similar orchestration tools). Experience with cloud-based data warehouses (Databricks, Snowflake, Redshift, etc.). Prior experience with financial market or alternative data is desirable. Benefits
Highly competitive compensation package with exceptional bonuses. Market-leading perks including private healthcare, generous family benefits, and on-site free daily breakfast and lunch. How to Apply
To apply, click the link below or send your resume directly to harvey.gilbert@mondrian-alpha.com.
#J-18808-Ljbffr
Data Engineer - Highly Prestigious Hedge Fund - Front-office Focus. The client, a hedge fund, is seeking an experienced Data Engineer to join their Quant Investment team in New York. You will build and maintain data infrastructure that fuels quantitative research and trading, including developing ETL/ELT pipelines, automating research deployment into live trading systems, and creating datasets and libraries to support modelling and LLM capabilities. Responsibilities
Develop and maintain robust ETL/ELT pipelines for quantitative research and trading workflows. Automate deployment of research outputs into live trading systems. Create and manage datasets and libraries to enable advanced modelling and LLM capabilities. Collaborate with quantitative researchers and senior stakeholders to ensure data quality and accessibility across the full lifecycle of trading and research. Qualifications
Strong proficiency in Python and SQL. Excellent communication, meticulous attention to detail, and ability to prioritise high-impact projects. Experience with Spark, Dask, Airflow (or similar orchestration tools). Experience with cloud-based data warehouses (Databricks, Snowflake, Redshift, etc.). Prior experience with financial market or alternative data is desirable. Benefits
Highly competitive compensation package with exceptional bonuses. Market-leading perks including private healthcare, generous family benefits, and on-site free daily breakfast and lunch. How to Apply
To apply, click the link below or send your resume directly to harvey.gilbert@mondrian-alpha.com.
#J-18808-Ljbffr