Description

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