COMPANY
Global Multi-Strategy Asset Manager with over $50B of AUM.
RESPONSIBILITIES
- Own end-to-end data workflows that move, transform, and surface pricing, security, and reference information across the firm.
- Connect third-party data feeds from major financial information providers and standardize output for consumption by investment teams.
- Translate raw vendor datasets into a unified internal schema covering equities, rates, credit, FX, commodities, and digital assets.
- Work closely with investment and research staff to understand data needs and deliver timely, accurate solutions.
- Run and tune cloud-based storage and compute resources; keep costs and performance balanced as usage scales.
- Own operational stability of the data platform — triage issues, enforce alerting, and meet uptime commitments.
- Establish and enforce checks that catch data problems before they reach downstream consumers.
- Assess current tooling and spend; surface opportunities to do more with less across infrastructure and subscriptions.
REQUIREMENTS
- Degree in a technical or quantitative field; Computer Science, Mathematics, or Engineering preferred.
- At least 5+ years working directly with financial data in an institutional investment or capital markets setting.
- Practical knowledge of one or more major financial data platforms ( Bloomberg, ICE, or Refinitiv ) including feed formats and delivery mechanisms.
- Fluent in Python and SQL; comfortable owning pipeline code in a production environment, not just prototyping.
- AWS hands-on experience required; familiarity with serverless compute, columnar storage, and managed relational databases expected.
- Solid grasp of how financial instruments are structured and identified across asset classes and data vendors.
- Experience scheduling and orchestrating multi-step data workflows using a modern workflow tool.
- Working knowledge of what good data looks like, able to define rules, catch anomalies, and trace issues to source.
