Quantitative Developer (Data Engineering)

Who We Are:

Y-Intercept (Hong Kong) Limited is a quantitative investment management firm dedicated to delivering high-quality returns, supported by tested and proven investment strategies across various asset classes and global financial markets.  We pride ourselves on and value intellectual curiosity and hard work, investing in people who are driven to learn and achieve.  We are a merit-focused and talent-driven organization, characterized by compassion, respect, and modesty among our team members.  We believe in maintaining a healthy and happy lifestyle in an intellectually stimulating environment.

Responsibilities:

• Design, build, and maintain scalable ETL/ELT pipelines to process large-scale financial datasets (market data, alternative data) using Python and cloud technologies
• Continuously identify bottlenecks and optimize pipelines to improve the speed and efficiency of data loading and delivery
• Develop automated QC systems and anomaly detection frameworks to ensure absolute data accuracy for both production trading and historical research
• Collaborate closely with quantitative researchers to identify, ingest, and normalize new external datasets into the firm's data ecosystem
• Create advanced analytics tools and dashboards for comprehensive portfolio risk analysis and performance attribution
• Actively monitor pipeline performance and data quality reports to ensure timely data delivery

Required Technical Qualification, Skills, and Experience:

• A bachelor’s degree in Computer Science, Engineering, or STEM field
• Advanced proficiency in Python. Ability to write clean, production-ready code with a focus on performance and maintainability. Strong experience with data processing libraries, specifically Pandas, Polars, and NumPy
• Proficiency in SQL and NoSQL databases, such as MySQL, ElasticSearch, ClickHouse, etc
• Proficiency in utilizing AWS services (e.g., Athena, S3) to support research and data pipelines.
• Familiarity with financial asset classes such as Equities, Derivatives, Fixed Income, FX, etc
• Self-motivated and disciplined with strong organizational skills. Excellent written and verbal communication skills to collaborate effectively with research teams

Location:

Central, Hong Kong

Y-Intercept (Hong Kong) Limited is an equal opportunity employer.