Our client, a leading multistrategy hedge fund, is looking for a Quant Data Engineer in Dubai to join their systematic and quantitative strategies team. The role sits at the core of the firm's data platform, working within a small, highperformance group that owns the full lifecycle of market data, from raw tick ingestion to validated, researchready datasets powering quantitative research and trading. The team operates in a lowbureaucracy, highownership environment, partnering directly with quant researchers and technologists to deliver robust, scalable, and businesscritical data systems across global markets.
Responsibilities
- Build and maintain timecritical, highthroughput equity data pipelines.
- Own ticklevel market data ingestion, storage, and distribution across research and trading systems.
- Design and maintain core APIs and data services supporting quantitative research workflows.
- Operate and maintain Linuxbased production and research servers, ensuring system reliability.
- Implement rigorous data validation, reconciliation, and quality control processes in timesensitive trading environments.
Requirements
- 3+ years experience working in dataintensive environments, ideally within equities or systematic trading.
- Strong expertise with equity market data, including ticklevel datasets.
- Productionlevel Python experience.
- Strong SQL skills covering schema design and performance optimisation.
- Experience designing APIs, microservices, or distributed data systems in a highly available environment.
