I am currently working with a $40BN AUM Hedge Fund in New York that is currently looking to expand one of its systematic Macro trading teams by bringing on an experienced Quantitative Developer/Engineer under a new PM that has recently joined the business.
They are looking for exceptionally strong developers to work on time-series analysis of large economic and financial data sets as to collaborate with the team on projects regarding execution, data visualization, and tool development. This individual will also assist with managing the macro databases for the team and look to further on-board and integrate new data sources for the team to utilize. Python and SQL fluency are a must, and any experience working in a systematic macro trading environment is a plus. This is a great opportunity to join a new Macro team within an established buyside firm with the opportunity to grow into a research seat as the team continues to build itself up!
Key Responsibilities:
- Manage and maintain economic and financial macro databases and pipelines for the team within SQL
- Partner with other data teams to identify and onboard new datasets for the team to utilize
- Collaborate with the researchers and traders directly on projects involving time-series data analysis of large financial datasets, data visualization, trading execution, and developing tools within Python for the team to utilize
Key Qualifications:
- 3+ years of experience within a Data Engineering or Quantitative Development seat working with time-series, economic, and financial databases
- Demonstrate expert knowledge of Python and SQL programming for tool development and data analysis. Any experience within Git, Jenkins, or Airflow is a plus
- Experience working within a systematic trading environment within the Macro space is a plus.
