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Senior Quantitative Engineer
AlphaRebate. Build and maintain pipelines, analytical tooling and models with production-quality code, tests and documentation .
Tech Stack
Tools & technologiesPythonScikit-LearnSQL
About the role
Key responsibilities & impact- Build and maintain pipelines, analytical tooling and models with production-quality code, tests and documentation
- Turn research prototypes into reviewed, tested and scheduled code
- Adopt engineering standards including Git strategies, code reviews, testing and reproducibility
- Build checks such as reconciliations, invariants and known-answer tests to make quantitative outputs trustworthy and repeatable
- Identify data-quality issues and upstream changes early
- Document data-quality issues clearly and coordinate remediation with relevant teams
- Work within the Quantitative Research team and collaborate with data and technology colleagues
Requirements
What you’ll need- Typically 6 or more years in software or data engineering, including quantitative work
- Production-quality Python, including packaging, testing, typing and performance
- Git workflows, code review and CI/CD
- Hands-on experience designing and building data-intensive systems with modular components, clear interfaces, and sound trade-offs between performance, maintainability and cost
- Advanced SQL on large analytical databases, ideally ClickHouse or other columnar stores
- Experience building scheduled, tested data pipelines, including orchestration
- Applied statistics sufficient to implement quantitative methods correctly and recognise when a result is noise
- Ability to explain technical work clearly to non-technical colleagues
- A degree in computer science, engineering, mathematics or a related field
- Understanding of how a retail CFD and FX broker operates, including spreads, hedging and liquidity providers
- Experience with MT4, MT5 or cTrader data, and liquidity bridges or aggregators such as oneZero
- Experience with tick-level market data
- Experience running machine learning models in production using tools such as scikit-learn or gradient boosting libraries
Benefits
Comp & perks- Competitive pay
- Ongoing learning and clear paths to advancement
- 22 days of annual leave
- 12 paid sick days
- Full medical insurance coverage after 6 months
- Group Savings and Life Insurance Plan after 6 months
- Fully stocked kitchen with fresh fruit, snacks, and beverages
- Daily lunch buffet
- Paid overtime
- Dedicated budgets for upskilling and curiosity
- Referral bonus
- Team events and team-building activities
- MadBenefits employee perk platform with discounts on dining, retail, entertainment, and everyday essentials
- Access to gym facilities, organized sports, and relaxing spa treatments
- Unwind Fridays with a relaxed drink with colleagues