Data Scientist – Macro
A data role supporting macro research and trading, focused on finding and integrating datasets for rates, bonds, swaps and derivatives. You sit between external data vendors and the quants and traders who use their data.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Evaluate vendor feeds for coverage, quality and consistency in rates markets
- Build Python pipelines to clean and normalise macro datasets
- Reconcile differences in identifiers, timestamps and pricing conventions across providers
- Automate ingestion and validation with the engineering team
What they ask for
Required
- Python with Pandas and NumPy
- SQL
- Understanding of macro and fixed-income instruments
- Data quality and validation skills
- API integration experience
- Communication with quants, PMs and vendors
Preferred
- Data pipeline and automation experience
- Yield curves and instrument reference data
- Postgraduate qualification
- Education
- Degree in a quantitative subject (maths, stats, CS, physics, engineering or finance); postgraduate beneficial.
- Experience
- 2+ years in data science, analysis or engineering within financial markets
- Languages and tools
- Markets
- fixed-income, credit, multi-asset
How to prepare
- Compare two sources of government bond prices and explain every discrepancy
- Learn yield curves, swaps and bond-futures conventions
- Build a small ingestion pipeline with validation checks against a public API
- Practise SQL on time-series reference data
What to study
- Fixed Income and Interest-Rate Models
- Financial Instruments, Markets and Conventions
- Quantitative Data Engineering
- Python and Data Primer
The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.
View the posting on Qube Research & Technologies’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.