[Job ID: 1643908]

Responsibilities:

Ingest, standardize, and maintain global equity datasets from multiple third-party data vendors.
Structure and align datasets to support quantitative research, factor modeling, and portfolio construction.
Develop and maintain systems to manage corporate actions such as ticker changes, mergers, spin-offs, and listings.
Collaborate with portfolio managers, quantitative researchers, and engineers to define and deliver data requirements.
Manage ticker mapping across prime brokers, trading venues, custodians, and OMS/EMS platforms.
Ensure data integrity through validation processes, monitoring pipelines, and anomaly detection.
Maintain and enhance symbol mapping libraries across exchanges, asset classes, and time zones.

Requirements:

Bachelor’s degree or above in Computer Science, Engineering, or a related field.
Proficiency in Python (e.g., Pandas, NumPy) and SQL.
Experience with data pipeline orchestration tools such as Airflow or Luigi.
Familiarity with financial data vendors and handling reference and pricing datasets.
Strong knowledge of global equity markets across North America, Europe, and Asia-Pacific.
Solid understanding of market microstructure and security identifiers (e.g., ISIN, CUSIP, SEDOL, RIC, Bloomberg Ticker).
Background in data engineering or quantitative data operations within financial institutions is advantageous.

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EA Personnel Name: Felicia Chiam Kar Min
EA Personnel Reg. No.: R25152370
EA Licence No.: 07C5771

Data Engineer (Financial Data / West)

Job Description