Requirements

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

What You'll Be Doing

Sourcing, designing and onboarding new datasets according to trading desks’ priorities
Becoming an expert on QRT’s internal tools to help the relevant desks efficiently, using data in production of trading systems
Proactively solving data related problems in order to minimise time to production
Managing the full lifecycle of data sourcing projects, which includes data acquisition/exploration/engineering, prototyping and production