Job Responsibilities:
1.Collaborating with Quantitative Researchers and Traders to design datasets that drive systematic strategies and to inform discretionary trading decisions;
2.Prototyping and designing code to extract, clean, and aggregate data from a wide range of raw sources and formats;
3.Working with Engineers to automate and optimise your code, ensuring robust data extraction processes;
4.Managing the end-to-end process of onboarding new datasets;
5.Proactively solving data related problems to minimise time to production;
6.Innovating and experimenting with novel data extraction methods to enhance the firm’s data onboarding toolkit.   

Job Requirements:
1.3+ years of experience as a Data Scientist (or similar position). 2.Experience in a buy-side quantitative finance role is advantageous;Postgraduate degree in a quantitative discipline such as Mathematics, Physics or Engineering;
3.Advanced programming experience in Python, including proficiency with data handling libraries such as Pandas and NumPy;
4.Demonstratable interest in financial markets and the application of data in its analysis and understanding;
5.Experience working with both traditional and alternative financial datasets;
6.Excellent communication skills, with the ability to effectively collaborate with all stakeholders, including researchers, traders, engineers, management, and external vendors;
7.Ability to work in a high-performance, high-velocity environment.