Senior Quantitative Data Engineer & Algo Developer AlphaCrest Advisors

Posted 30+ days ago

Experience

4 - 8 Years

Education

Masters in Computer Application, Master of Technology/Engineering, Ph.D/Doctorate(Computer Science)

Nationality

Indian

Gender

Any

Vacancy

1 Vacancy

Job Description

Roles & Responsibilities

  • Build and scale a robust pipeline that transforms raw market data into actionable signals
  • Execute signals via Broker/Exchange APIs
  • Maintain the production infrastructure to ensure desk reliability at scale
  • Build automated ETL pipelines to ingest, clean, and normalize multi-source market data (Excel/CSV/ASCII) into high-performance formats (Parquet/Timescale DB)
  • Translate proprietary strategy logic into modular code
  • Build back testing utilities including slippage, fees, and corporate action models
  • Integrate with Broker APIs (REST/WebSocket/FIX) to manage order flow with strict risk limits, OCO brackets, and failover logic
  • Ensure 99.9% pipeline uptime
  • Implement data contracts (Pandera), unit testing, and proactive monitoring (Grafana/Alerting)

Desired Candidate Profile

  • Experience with Futures/Options/FX microstructure
  • Cloud native experience (AWS/GCP)
  • Front-end basics (TypeScript/FastAPI) for internal dashboards

Employment Type

    Full Time

Keywords

  • Quantitative Data Engineering
  • Algorithmic Development
  • Python
  • Polars
  • Pandas
  • Numpy
  • SQL
  • PostgreSQL
  • Timescale DB
  • DuckDB
  • S3
  • Parquet
  • Airflow
  • Prefect
  • Docker
  • GitHub Actions
  • FIX
  • QuickFIX
  • ETL
  • Backtesting
  • Trading Alpha
  • Trading Systems Engineer

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AlphaCrest Advisors

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