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OpenQuant
2024-08-12

Data Engineer

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Boerboel
Data Engineer
New York, US
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Job Description

As a Data Engineer, you will work closely with researchers to enhance our Equity Data Framework, which underpins the firm’s analytic and research platform. You will be part of a team dedicated to a specific strategy but will regularly engage with challenges relevant across the firm.

Essential Requirements:

  • Proficient in Python, with a strong command of data manipulation and analysis libraries, notably Polars, Pandas, and NumPy.
  • Familiarity with data related to equities, especially corporate actions, and experience working with third-party data sets.
  • Ability to find effective solutions when resources are limited, and proactively contribute to the enhancement of the research framework.

Skills:

  • Experience with database systems, query engines, and data warehousing, particularly in handling large volumes of structured data.
  • Proficient in database management and optimization, with experience in data validation and integration within complex dependency graphs.
  • Experience in troubleshooting, performance tuning, and optimizing data-related systems.
  • Comfortable working with command line.
  • Strong problem-solving and debugging skills.

Job Duties:

  • Maintain and enhance the research framework for global equities.
  • Optimize the collection, processing, validation, manipulation, and presentation of static and historical data for Global Equities.
  • Apply corporate actions to prices, portfolios, ETF baskets, reference data, and other relevant datasets.
  • Create and maintain datasets relating to global equities.
  • Develop and integrate validation tests into the dependency graph.
  • Enhance the performance and flexibility of the query engine used by the team.
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