Lead Data Engineer – TCA & Trading Analytics – Quant Hedge Fund

Lead Data Engineer sought by a leading Quant Hedge Fund to deliver the analysis, design, development, and implementation of a next-generation multi-asset Trading Analytics suite. The successful candidate will engage with key stakeholders across global trading, operations, treasury and technology teams. They should be confident in negotiating key project requirements with senior partners/business leads, be able to communicate progress updates effectively and problem-solve under pressure. You will negotiate requirements and prioritize tasks in collaboration with a diverse array of stakeholders, provide technical leadership across various components of the system, including the data lake, job scheduler, reporting system, and ad-hoc analysis platform, while scaling-out data and reporting pipelines to meet growing and evolving business needs. Essential Requirements Excellent programming skills in at least one programming language (Python, Java, C++ etc.) Experience in building robust data pipelines at scale (DBT, Airflow or similar). Proficiency in data manipulation (Pandas, Polars). Experience in developing reports and reporting frameworks. Ability to pick up new skills in a fast-paced environment. Ideal Experience Prior experience with Trading Analytics or TCA systems, including benchmarking and pricing orders across multiple asset classes. Experience with q/KDB. Experience with cloud, container and micro service infrastructures (e.g. Kubernetes, Docker, Helm) Experience of working with distributed systems and messaging technologies (Kafka, Kinesis or similar. This is an outstanding opportunity to deliver a next-generation multi-asset Trading Analytics suite for a premier Quant Hedge Fund. Please also note, this role requires an onsite presence in Central London four days per week.