Python Quant Data Engineer - Systematic Trading Technology

JPMorgan Chase JPMorgan Chase · Banking · LONDON, LONDON, United Kingdom · Commercial & Investment Bank

Python Quant Data Engineer role focused on building and supporting data pipelines, research infrastructure, and tools for a systematic equities trading business. Requires strong Python, KDB/Q, and data processing experience, with knowledge of machine learning and financial services.

What you'd actually do

  1. Build and support fast, reliable, globally consistent data pipelines (data ingestion, cleaning, backfilling, storing) for the research and execution systems ensuring data integrity and low-latency access for research and trading.
  2. Work with the research and trading teams to onboard new datasets efficiently and consistently for use globally by the business.
  3. Design and build robust tools and frameworks to support quantitative research and production trading.
  4. Design, build and support research infrastructure (e.g. data access APIs, high performant and scalable simulation environments, feature and strategy signal stores)
  5. Build and support research and trading analytics libraries (e.g. markouts, strategy analytics)

Skills

Required

  • Python
  • pandas
  • numpy
  • KDB/Q
  • data pipelines
  • market data processing
  • backtesting workflows
  • software applications
  • technical processes
  • automation
  • continuous delivery methods
  • financial services industry
  • IT systems
  • Computer Science
  • Computer Engineering
  • Mathematics
  • machine learning
  • statistical techniques
  • related libraries

Nice to have

  • FIX
  • Market Data
  • Analytics
  • OMS
  • equities trading
  • global markets
  • Java
  • C++
  • cloud native experience
  • cloud experience

What the JD emphasized

  • Design and implementation of front-office systems for quant trading.
  • In-depth knowledge of the financial services industry and their IT systems