| Company | Global Hedge Fund |
| Company Info | Global Quantitative and systematic investment Manager. |
| Job Title | Market Data & Quantitative Data Engineer |
| Job Short Desc | Build high-quality financial datasets powering systematic trading, combining Python, data engineering and market knowledge to automate pipelines, strengthen data quality and support quantitative research across global markets. |
| Salary | Variable based on experience |
| Locations | APAC - Hong Kong (China) |
| Visa | Y |
| Job Summary | Join a data-focused team as a Market Data & Quantitative Data Engineer, building the financial datasets that support systematic strategies and trading decisions. You’ll collaborate closely with quantitative researchers and traders to design, develop and maintain pricing and reference datasets across instruments and markets, using Python to extract, clean, normalise and aggregate data from diverse sources. You’ll own automated production pipelines spanning data sourcing, transformation, validation and delivery, while investigating quality issues and evolving workflows as requirements change. The role combines financial market knowledge with hands-on data engineering, offering the opportunity to work with large-scale market data, sophisticated processing technologies and critical datasets used across quantitative investment workflows. |
| Criteria | | Build datasets supporting systematic trading strategies | | Own automated financial data pipelines end-to-end | | Engineer Python solutions for market data processing |
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| Apply | Apply |