Data Engineer

A leading quantitative trading firm is hiring a Data Engineer to build the datasets and data infrastructure that power options and delta-one trading.

This team sits close to the desks and research groups, delivering trusted point-in-time history and fast access to high-volume market and trading data used directly in strategy development and live decision-making.

This is a strongly engineering-led role: you’ll build production-grade ingestion pipelines, data quality controls and observability across critical data systems. The work is high-impact, the feedback loops are tight, and the bar for correctness and reliability is extremely high - because the data you ship is the data people trade on.

Responsibilities:

• Build and own core trading datasets (time-series + point-in-time history) used by traders and researchers.
• Design and operate ingestion pipelines for internal and external/vendor data sources.
• Implement data quality and control processes to detect gaps, inconsistencies, and silent failures.
• Develop monitoring, observability, and alerting for pipelines and data products.
• Partner with research and trading teams to improve historical datasets and enable faster iteration.
• Create AI-ready dataset annotations/metadata to support modern research and automation workflows.

Your Profile:

• 3+ years of experience designing and implementing data ingestion pipelines in production.
• Strong Python skills and familiarity with the Python data ecosystem.
• Solid understanding of time-series and point-in-time data (and why it matters).
• Experience building data quality frameworks and reliability guardrails.
• Comfortable working in a fast-paced environment with shifting priorities and high expectations.

Nice to have:

• Familiarity with derivatives markets (options/futures) and their data requirements.
• Experience with financial data vendors and common market data products.
• Strong observability practices (metrics, logging, alerting, on-call hygiene).
• Experience designing APIs or ergonomic data access layers for internal users.

Other Important Information:

Chicago (On-site) | Full-time | $150K–$200K base + bonus

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