Data Scientist – Alpha Data Pipeline

My client is a premier, technology-driven quantitative investment manager with a global footprint. They are seeking an exceptional Data Scientist for a mission-critical team that sits at the very core of their research and trading process. This is not a back-office analytics role; it is a front-line position operating at the nexus of data, research, and technology.

The Role: The Essential Bridge in the Alpha Generation Cycle

This role is the critical connective tissue in the data-to-alpha pipeline. You will be responsible for the discovery, prototyping, and initial structuring of structured and unstructured datasets that have direct potential to generate trading signals. Your work begins where pure data sourcing ends and ends where pure quantitative modeling begins. You will collaborate directly with Quantitative Researchers and Traders to understand their modeling needs, then take ownership of the feasibility assessment and “first mile” of new data—transforming raw, often unstructured sources into clean, structured prototypes that researchers can use. Once a dataset’s value is proven, you will partner with dedicated Data Engineers to transition your work into robust, automated production systems.

Key Responsibilities:

• Act as the primary interface between the Research/Trading desks and the Data Engineering team, translating strategic data needs into tangible, structured data products.
• Proactively source, evaluate, and perform initial extraction/cleaning/aggregation on a wide array of financial datasets to assess their alpha potential.
• Design and prototype data pipelines and feature sets that directly feed into systematic strategy development and inform discretionary trading decisions.
• Manage the end-to-end onboarding process for new datasets, from initial experimentation to hand-off for production automation.
• Innovate and experiment with novel data extraction and parsing techniques to expand the firm’s data capabilities.
• Solve complex, ad-hoc data problems to minimize friction and accelerate the time from research idea to live strategy.

Your Profile:

• A minimum of 3 years of experience in a data science or quantitative research capacity on or directly adjacent to a buy-side trading desk (e.g., at a hedge fund, asset manager, or proprietary trading firm). Ideally looking at someone more senior who can work autonomously with 5-12 years experience
• Some level of academic training in a rigorous quantitative field (Mathematics, Physics, Engineering, Computer Science).
• Expert-level programming skills in Python and its data libraries (Pandas, NumPy) for rapid prototyping and data manipulation.
• A demonstrable passion for financial markets and a keen intuition for how alternative and traditional data can be applied to market analysis.
• Proven experience working with diverse and complex financial datasets.
• Outstanding communication skills, with the ability to articulate data insights and technical challenges to researchers, traders, and engineers alike.
• A mindset geared towards high-velocity, high-impact problem-solving in a performance-driven environment.

This is a unique hybrid role for someone who possesses the exploratory curiosity and analytical rigor of a data scientist, the practical data-wrangling skills of a prototype-focused engineer, and the buy-side intuition to judge what makes data valuable. You will not be building general-purpose infrastructure nor will you be developing the final trading models; you will be the key agent who finds and shapes the fuel that powers both.