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Job Description

A global multi-strat hedge fund is expanding its core data engineering team in London.

You'll join a highly talented group of data engineers building low-latency Python ETL pipelines ingesting multi-asset market data. Day to day, you will work directly with PMs and Quant Researchers to deliver datasets, features and workflows for modelling, strategy development and live trading. You will also engineer the next-gen sec master and reference data system.

Requirements:

5 to 10 years of building Python-based financial software at a hedge fund, bank or vendor (Pandas required) Strong experience with ETL pipelines and distributed systems Comfortable working with quants and trading teams

Nice to Have:

Experience with Kafka Deep understanding of market data Prior work in a hedge fund, prop-trading or quant environment

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