We are a systematic trading firm building fully automated strategies in U.S. equities. Our edge comes from high-quality data, fast infrastructure, and rigorous research workflows. We run a proprietary C++ backtesting and execution stack and ingest large-scale market + alternative datasets.
Role Overview
You’ll own the data backbone of the firm — ingestion, cleaning, storage, and serving of datasets used for research, backtesting, and live trading.
This is not a “dashboard” role. You are building production-grade data pipelines that directly impact PnL.
What You’ll Do
1. Data Pipeline Development
- Build and maintain pipelines for:
- Market data (tick / 1-min / corporate actions)
- Alternative data (news, fundamentals, ownership, sentiment, etc.)
- Handle large-scale ingestion (e.g. flat files, APIs, S3 buckets)
- Ensure low-latency + high-throughput processing
2. Data Quality & Integrity
- Design validation systems:
- Missing data detection
- Outlier detection
- Corporate action adjustments
- Build data sanity checks tied to trading logic
- Ensure zero silent data corruption (this matters more than speed)
3. Storage & Query Optimization
- Design efficient schemas in:
- Columnar DBs (ClickHouse preferred)
- Time-series structures
- Optimize for:
- Fast backtests
- Concurrent queries
- Large-scale joins across datasets
4. Data Serving for Research & Trading
- Build APIs / pipelines to:
- Feed C++ backtesting engine
- Serve live trading systems
- Ensure consistency between:
- Historical backtests
- Live trading data feeds
5. Infrastructure & Scaling
- Work with:
- AWS (EC2, S3, etc.)
- Distributed processing
- Optimize compute + storage costs without breaking performance
Requirements
Must Have
- Strong programming skills in:
- Python (data pipelines)
- SQL (advanced querying)
- Experience with:
- Large datasets (GB → TB scale)
- Data pipeline frameworks (custom or Airflow-like)
- Solid understanding of:
- Data structures & performance optimization
- Time-series data handling
Nice to Have (High Value)
- Experience with:
- ClickHouse
- Market data (equities, crypto, options)
- Familiarity with:
- C++ (for integration with backtest engine)
- Low-latency systems
- Understanding of:
- Corporate actions (splits, dividends)
- Market microstructure
What Makes This Role Different
- Your work directly impacts strategy performance
- No bureaucracy — fast iteration, real feedback loop
- You’ll work closely with:
- Quant researchers
- Execution engineers
- You’re not maintaining pipelines — you’re building edge
What We Care About
- You don’t blindly trust data
- You question anomalies
- You think in terms of failure modes, not just pipelines
Bonus Points
- Built your own data systems (trading or otherwise)
- Experience debugging bad datasets that “look fine”
- Obsession with correctness over convenience
Compensation
- Competitive salary + performance bonus
- Direct exposure to strategy PnL impact
- Fast growth into senior / infra ownership roles
Kindly note that only shortlisted candidates will be notified.
Related Job Searches:
- Company:
Varsity Holdings - Designation:
Data Engineer – Quant Trading (US Equities / Multi-Asset) - Profession:
Engineering - Industry:
Finance - Location:
Downtown Core