Data Scientist (Pricing Data)

Who We Are

Our client is a quantitative technology firm operating across global markets. The team combines data science, engineering, and research to build high‑performance, data‑driven systems. They take a scientific, experimentation‑driven approach and value individuals who thrive in fast‑moving, high‑ownership environments where data quality and research precision drive commercial outcomes.

We Are Seeking: Data Scientist (Pricing Data)

This role focuses on building, structuring, and refining pricing datasets used across research and trading workflows. You'll work closely with researchers, traders, and engineers to design data pipelines, process raw data, and support systematic model development.

Ideal candidates bring solid data science experience, strong Python coding ability, and direct exposure to pricing datasets or similar market‑linked data sources. This is a hands‑on role suited for doers, not managers - someone who loves working with data, solving technical problems, and building high‑quality datasets end‑to‑end.

Key Responsibilities

• Build, clean, and structure pricing datasets from diverse raw sources
• Work closely with researchers and traders to support model development
• Prototype and productionize Python code for data extraction and processing
• Collaborate with engineering to automate and optimize data workflows
• Manage the full data onboarding lifecycle, from exploration through deployment
• Solve data quality issues and improve time‑to‑production for new datasets
• Experiment with new data extraction and transformation methods

Requirements

• 4-10 years of experience as a Data Scientist or similar role
• Must be able to confidently pass a Python HackerRank + Live Coding evaluation
• Strong background working with pricing data or similar financial datasets
• Advanced Python skills, including Pandas / NumPy and experience with real-world data pipelines
• Research-driven mindset with experience structuring and modelling datasets
• Experience from quantitative firms, smaller systematic shops, or similar research‑driven environments is highly preferred
• Strong communication skills and ability to collaborate with researchers, traders, and engineers
• Comfortable working in a fast-paced, iterative, high-performance setting

Strong Preferences

• Background in pricing models, market microstructure, or alternative data sourcing
• Experience in quantitative research environments or data-focused roles supporting systematic teams
• Candidates from smaller or mid-sized quant firms, fintech research groups, or agile data teams

Why Join Us

• Work at the intersection of data science, research, and engineering
• High-impact, hands-on role owning production-quality datasets
• Opportunity to influence data strategy in a fast-moving quantitative environment
• Strong culture of experimentation, collaboration, and technical excellence

Selby Jennings is a Trading Style of Phaidon International (License Number 16S8194)