Junior Data Engineer/Architecture

Key Responsibilities

• Build and maintain data pipelines for ingesting futures market data from multiple sources (exchange feeds, vendors, internal systems).
• Design and improve data models and structures to store historical and intraday futures prices across multiple asset classes.
• Implement logic to roll futures contracts based on configurable rules.
• Develop tools to stitch together contract-level data into continuous time series, handling edge cases (e.g. holidays, partial rolls, gaps).
• Ensure data quality and integrity via validation checks, exception handling, and alerting.
• Work with Quant Researchers to deliver clean, backtest-ready datasets that match trading and strategy assumptions.
• Document technical processes and support other teams with data usage and integration.

Requirements

• 1-3 years of experience in a data engineering, quant research, or backoffice data role. Fresh graduates with relevant experience are welcome.
• Solid programming skills in Python (e.g., pandas, numpy, datetime, etc.)
• Good understanding of futures markets and contract structures (e.g., expiries, rollovers, front-month logic).
• Familiarity with data versioning, time series databases, or data lakes.
• Experience working with APIs, flat files, or vendor feeds (e.g., Bloomberg, ICE, CME, Refinitiv).
• Strong attention to detail and ability to work with messy or inconsistent datasets.