Quantitative Data Engineer – Python

Quantitative Data Engineer – PythonEquities Hedge Fund | New York CityA leading hedge fund is looking for a Quantitative Data Engineer to work directly alongside an Equities Portfolio Manager and investment team, building the data infrastructure that powers fundamental and quantitative equity research.This is a highly investment-facing engineering role where the datasets and platforms you build will directly influence idea generation, security analysis, portfolio construction and investment decisions.What You'll DoBuild and own scalable Python data pipelines supporting equity research and portfolio analysis.Work directly with the Portfolio Manager and research team to translate investment questions into robust data solutions.Ingest, normalize and process large-scale market, fundamental, reference and alternative datasets.Build frameworks for point-in-time data, historical datasets, corporate actions and security identifiers.Develop rigorous systems for data validation, reconciliation, lineage and quality control.Create research-ready datasets and APIs that allow the investment team to rapidly test hypotheses and investigate opportunities.Optimize large-scale time-series and cross-sectional data processing.Integrate external data vendors, APIs and proprietary datasets into the research environment.Build tooling that reduces the time between new data discovery and actionable investment research.Help shape the architecture of the PM's broader quantitative research and data platform.What We're Looking ForStrong professional experience in Data Engineering, Quantitative Development or Research Engineering.Expert-level Python with strong software engineering fundamentals.Experience designing production-grade ETL/ELT pipelines and data platforms.Advanced SQL and experience handling large, complex datasets.Strong understanding of data modelling, distributed processing, performance and data quality.Experience with modern technologies such as Spark, Kafka, Airflow, Databricks and cloud platforms.Experience working with equities, market data, fundamental data or alternative data is highly desirable.Knowledge of point-in-time data, survivorship bias, corporate actions and security master concepts is advantageous.Hedge fund, systematic trading, asset management or investment banking experience preferred.