Data Scientist - Fixed Income, Pricing or Index Data

A leading quantitative investment firm is looking to hire multiple Data Scientists to join a highly visible front-office data function supporting researchers and trading teams across global markets. This team sits at the intersection of data, research and trading, and is responsible for identifying, onboarding, validating and enhancing datasets that drive investment decisions.

We are particularly interested in candidates with deep expertise in Fixed Income (ideally Rates), Pricing Data, or Index Data, as the team is looking to add specialist knowledge across each of these areas.

What You'll Be Doing

• Partnering with researchers and traders to understand data requirements and identify new opportunities.
• Sourcing, evaluating, onboarding and enhancing datasets used within systematic investment strategies.
• Building Python-based tooling and workflows to extract, clean, validate and transform data.
• Creating research-ready datasets, features and data products for front-office users.
• Assessing data quality, coverage, robustness and suitability for investment applications.
• Working closely with engineering teams to productionise and scale data solutions.

What Makes This Role Different

This is not a pure modelling role and it is not a traditional data engineering position.

The strongest candidates tend to be people who enjoy understanding datasets end-to-end - where they come from, how they should be validated, what signal they contain, and ultimately how they can be leveraged by researchers and investment teams. The team works across the full data lifecycle, from discovery and onboarding through to research application and production use.

Ideal Background

We're interested in candidates who combine strong technical skills, financial markets knowledge and genuine curiosity around data.

Examples might include:

• Data Scientists, Quantitative Data Specialists, Data Engineers or Research Data professionals from hedge funds, asset managers, investment banks, proprietary trading firms or market data providers.
• Experience working with Fixed Income, Rates, Pricing, Reference, Index, Market or Alternative datasets.
• Strong Python experience and familiarity with modern data libraries and workflows.
• Exposure to quantitative research, systematic investing, pricing, portfolio analytics, risk, market data or data platform environments.
• Strong academic credentials in a quantitative discipline from a leading university.

Key Requirements

• 3+ years of relevant industry experience.
• Advanced Python programming skills.
• Experience working with financial datasets in a research, trading, pricing, risk or market data context.
• Strong understanding of data quality, validation, transformation and production workflows.
• Excellent communication skills and the ability to work directly with both technical and business stakeholders.

Ideal Profile

The team is particularly interested in candidates who combine:

• Expertise in either Fixed Income (preferably Rates), Pricing Data or Index Data.
• Strong academic achievement from a leading university.
• Demonstrable ownership of complex data problems.
• Stable career progression and meaningful tenure within high-performing organisations.
• A genuine interest in financial markets and quantitative investing.

This opportunity is particularly well suited to individuals who enjoy solving complex data problems, working closely with investment teams, and building datasets and tooling that have a direct impact on research and trading outcomes. If that sounds aligned to your skills and interests, apply today!