Data Engineer, Quantitative Finance (Gurgaon, India)

A leading quantitative-driven financial firm is looking for a Data Engineer to join their growing team. This is a highly impactful role where you will be responsible for building scalable, efficient, and reliable data pipelines that power core trading and research operations.

Key Responsibilities

Data Pipeline Development

• Design, develop, and maintain robust Python-based data ingestion pipelines for market data and internal sources.
• Build and manage a unified RPC-based data access library, compatible across research and trading systems.
• Own the lifecycle of new and existing datasets—acquisition, ingestion, validation, and integration.

Data Quality & Monitoring

• Implement automated validation checks for data consistency, completeness, and accuracy.
• Collaborate with researchers to troubleshoot data anomalies and establish data quality benchmarks.
• Vendor & Data Source Management
• Evaluate and onboard new data vendors (e.g., sentiment, factor models, fundamentals).
• Monitor usage and relevance of existing subscriptions to optimize costs and eliminate inefficiencies.
• Maintain a pipeline of exploratory and potential new data sources.

Collaboration & Documentation

• Partner with quant researchers and software teams to integrate data into models and tools.
• Write comprehensive documentation for datasets, processes, and libraries to enable efficient onboarding and collaboration.

Strategic Impact

• Contribute to the long-term evolution of the firm’s data stack.
• Stay up-to-date with trends in financial data, Python tooling, and infrastructure to bring best practices into the team.
• Assist in developing proprietary data signals and custom indicators (e.g., sentiment scores).