Data Scientist – Market Data
A data role building and owning production pipelines for market, pricing and reference datasets. You support quants and traders who need reliable systematic inputs.
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.
- Design pricing and reference datasets with quants
- Maintain automated pipelines from sourcing to delivery
- Track down the root cause of data-quality incidents
- Try new extraction and onboarding approaches
What they ask for
Required
- Advanced Python
- Pandas or Polars
- Automated production data pipelines
- Understanding of market and reference data
- Data analysis and debugging skills
- Clear communication with quants and traders
Preferred
- Bloomberg or LSEG data products and APIs
- Education
- Postgraduate degree in maths, physics, engineering, CS or another quantitative subject.
- Experience
- 2–5 years in a data-focused role with financial or market data
- Languages and tools
How to prepare
- Build a scheduled pipeline that pulls, validates and stores daily prices
- Study corporate actions and identifier mapping and how they break datasets
- Learn Polars alongside Pandas
- Read about Bloomberg and LSEG data products and their delivery modes
What to study
- Quantitative Data Engineering
- Python and Data Primer
- Financial Instruments, Markets and Conventions
- Quantitative Research, Data and Backtesting
The Quantitative Researcher 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.