Quantitative Data Engineer - Tech-driven Hedge Fund - Front-office Focus

My client, a technology driven hedge fund, is seeking an experienced Data Engineer to join their Quant Investment team in London.

As part of this high-performing, revenue-generating group, you’ll play a pivotal role in building and maintaining the data infrastructure that fuels cutting-edge quantitative research and trading. This will involve developing robust ETL/ELT pipelines, automating research deployment into live trading systems, and creating datasets and libraries that unlock both advanced modelling and LLM capabilities.

The ideal candidate will have strong proficiency in Python and SQL, and should bring excellent communication skills, meticulous attention to detail, and the ability to prioritise high-impact projects. Exposure to technologies such as Spark, Dask, Airflow (or similar orchestration tools), and cloud-based data warehouses (Databricks, Snowflake, Redshift, etc.) would be highly advantageous.

Prior experience working with financial market or alternative data is desirable. Given the collaborative nature of this role, you will work closely with quantitative researchers and senior stakeholders, ensuring data quality and accessibility across the full lifecycle of trading and research.

My client is committed to offering a highly competitive compensation package, with exceptional bonuses. In addition, you will benefit from a market-leading suite of perks including private healthcare, generous family benefits, and free daily breakfast and lunch on-site.

To apply, click the link below or send your resume directly to harvey.gilbert@mondrian-alpha.com.