Data Engineer
Core
Monitor, manage, and enhance equity and commodity derivatives market data to ensure accuracy, integrity, and reliability for real-time decision-making.
Role type
Senior IC data engineer (financial markets)
Builds
Automated monitoring and alerting solutions, high-quality data outputs, and valuation models
Domain
Financial markets (equity and commodity derivatives)
Deliverable
production ML models
Required skills
SQL, Python, data quality remediation, model parameter calibration, automated monitoring design, financial market data management, quantitative analysis
Preferred skills
Artificial intelligence, machine learning, equity and commodity derivatives experience
Technologies
SQL, Python
Responsibilities
Identify data anomalies and implement remediation actions; Calibrate and maintain model parameters; Design and implement automated monitoring and alerting solutions; Clean and manage large volumes of historical and real-time implied market data; Perform in-depth analysis of derivatives markets to support structured product pricing and portfolio valuation; Collaborate with stakeholders to investigate client issues and improve product quality.
Seniority
Mid-level, hands-on IC
