Data Engineer, Quantitative Finance (Gurgaon, India)

Key Responsibilities

• 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.

• 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.

• 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.

• 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).

• Bachelor s or Master s degree in Computer Science, Engineering, Data Science, or a related technical discipline from a Tier-1 institution.
• 1 3 years of professional experience in data engineering, software development, or a Python-centric technical role.
• Strong coding skills in Python, with experience in writing reusable functions, modules, and lightweight APIs.
• Familiarity with libraries like pandas, numpy, and tools for time-series data manipulation. Understanding of version control (Git) and collaborative development practices.
• Exposure to financial market data (e.g., equities, futures, derivatives) or previous experience in fintech or trading environments.