Bayforest Technologies
Data Engineer + Tech. Operations - Equities/Futures/OTC
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About the Role
Bayforest is looking for a Quantitative Data Engineer to work on the data/operations layer supporting initially our Equity Market Neutral programme. You will work directly with researchers, building the datasets, pipelines and reference infrastructure used in factor research and portfolio construction.
This role requires deep practical knowledge of equities data: point-in-time correctness, restatements, corporate actions, identifier drift, survivorship and the many ways poorly constructed data can leak the future into a backtest. We are looking for someone who can build data researchers trust.
What You Will Do
- Build and maintain point-in-time and bitemporal datasets across fundamentals, estimates, pricing, reference and alternative data.
- Contribute to ingestion, normalization and reconciliation across vendors and exchanges.
- Maintain security master and symbology, including identifier history, corporate actions, index membership, classifications, etc.
- Implement automated data-quality checks and investigate discrepancies to root cause.
- Evaluate and onboard new datasets and vendors.
- Work with researchers to expose clean, documented and performant research interfaces and move validated datasets into production.
- Maintain and develop production DAGs.
- Respond and promptly resolve corporate actions related issues.
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Essential
- Strong hands-on experience with equity fundamentals and point-in-time data.
- Practical understanding of restatements, reporting lags, corporate actions, delistings, survivorship, and identifier changes.
- Experience with major equity data vendors such as LSEG/Refinitiv, FactSet, or Bloomberg.
- Strong Python and SQL, with production experience using columnar formats and analytical stores such as Parquet/Arrow or ClickHouse.
- At least 3 years' relevant experience at a bank, hedge fund, asset manager, or financial data vendor.
- Strong Linux, testing, version control, and code-review practice.
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Advantageous
- Exposure to systematic equity trading.
- Asian equity data, particularly China A-share and Hong Kong.
- Quantitative degree; advanced degree welcome but not required.
The Environment
- Data engineering is treated as a first-class part of the research process, and we value rigour, independent thinking, and the willingness to push back when shortcuts compromise data integrity.
- A competitive compensation package is on offer, together with the opportunity to join a rapidly growing, strongly backed systematic investment business with a research-led culture.
- Bayforest Technologies is an equal opportunities employer and is committed to a diverse and inclusive working environment.
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