Location: Singapore / Shanghai / Hong Kong (TBD)
We are a leading technology-driven investment firm specializing in systematic long/short equity strategies across global markets. Leveraging advanced research, machine learning, and real-time market data, we generate alpha at scale and are expanding our global equities infrastructure.
We are seeking a Global Equity Data Engineer to build and maintain robust data pipelines that support our portfolio managers and quantitative researchers. This is an exceptional opportunity to join a fast-growing, international team and work across multiple markets and strategies.
Key Responsibilities:
- Ingest, standardize, and maintain global equity datasets from multiple vendors (e.g., Bloomberg, Refinitiv, FactSet, S&P Global, Exegy)
- Align and structure data to support quantitative research, factor modeling, and portfolio construction
- Track and handle complex corporate actions including mergers, spin-offs, ticker changes, delistings, and dual listings
- Collaborate with PMs, quantitative researchers, and trading infrastructure engineers to define data requirements
- Develop and maintain robust mappings across exchanges, prime brokers, and OMS/EMS systems
- Ensure data quality through validation, monitoring, and anomaly detection
Required Qualifications:
- 3+ years of experience in data engineering or quantitative data operations at a hedge fund, proprietary trading firm, or asset manager
- Deep understanding of global equity markets (North America, Europe, Asia-Pacific)
- Strong programming skills in Python (Pandas, NumPy) and SQL
- Experience with corporate action handling and security identifier mapping (ISIN, CUSIP, SEDOL, RIC, Bloomberg Ticker)
- Familiarity with data pipeline orchestration tools (e.g., Airflow, Luigi) and financial reference/pricing data
- Ability to navigate prime brokerage data and internal ticker mapping for execution and post-trade reconciliation
Preferred Qualifications:
- Experience with tick- or bar-level intraday equity data
- Knowledge of distributed data frameworks (Snowflake, Spark)
- Exposure to quantitative alpha research, portfolio risk modeling, or buy-side OMS/EMS systems
Why Join Us:
- Fast-growing quantitative investment team.
- Work in a highly international, tech-focused environment
- Gain exposure to multiple markets, strategies, and asset classes
- Opportunity to grow with the business and contribute to global expansion
- Work alongside experienced PMs and researchers using cutting-edge technology
- Sponsorship for work passes available for eligible candidates