S

Schonfeld

Manages funds across global trading strategies

Lead Data Content Curation Engineer

Data ManagementPosted on Nov 10
Full-timeNew York, NY, USAIn-person

About the Job

Requirements

  • A bachelor's degree is required.
  • At least 10 years of experience in data engineering, database development, or financial data platform engineering, including at least 5 years working with financial datasets in investment management, financial services, or financial data providers.
  • Expert SQL skills, strong relational data modeling skills, and practical experience building analytical views and performant data access patterns in PostgreSQL or comparable databases are required.
  • Strong Python and production pipeline engineering skills, including testing, version control, continuous integration and continuous delivery, and operational monitoring, are required.
  • Strong understanding of relational and modern lakehouse architectures, SQL-based access, and open table formats such as Apache Iceberg is required; deep expertise in every named platform is not required.
  • Experience interpreting messy third-party datasets, resolving identifiers and relationships, managing historical changes, and validating data at scale is required.
  • Strong knowledge of financial reference and entity data, company fundamentals, financial statements, estimates, and historical revisions, including point-in-time correctness and avoiding look-ahead bias, is required.
  • Demonstrated domain expertise in at least one asset class or investment strategy, such as equities, futures, options, fixed income, credit, macro, or statistical arbitrage, with understanding of its financial datasets, instruments, identifiers, and research workflows, is required.
  • Hands-on experience using AI- or large-language-model-powered development tools to accelerate data engineering and applying AI-assisted capabilities to repetitive curation and automation tasks is required.
  • The ability to work directly with research users, clarify requirements, and rapidly deliver documented, reusable data products is required.

Responsibilities

  • Own end-to-end curation of external and internal datasets, from source evaluation and ingestion design through modeling, validation, publishing, and ongoing evolution, prioritizing rapid delivery of research-ready content.
  • Interpret complex financial vendor data, including S&P Capital IQ and comparable fundamental, reference, and market datasets, including schemas, identifiers, relationships, update patterns, and methodology changes.
  • Design and implement research-ready relational and lakehouse data models, SQL transformations, curated tables, materialized datasets, and performant views across PostgreSQL, SingleStore, and Apache Iceberg-based platforms.
  • Build shared, strategy-agnostic data products that support distinct investment workflows without duplicating core definitions, identifiers, or historical logic.
  • Enable location-independent discovery and access to trusted datasets through catalog, API, and query services, working with platform teams to preserve consistent semantics, entitlements, and governance regardless of where data resides.
  • Partner with investment researchers and analysts to translate use cases into reusable content, including point-in-time company fundamentals, entity-linked financial metrics, and historical research datasets.
  • Curate and deliver research-ready datasets for fundamental and quantitative investment strategies, including statistical arbitrage, Research Security Master, cross-vendor security identifiers, historical mappings, corporate actions, and point-in-time reference data for research and backtesting.
  • Build reliable ingestion and transformation pipelines with incremental processing, change data capture where appropriate, backfills, reconciliation, and exception handling.
  • Implement controls for completeness, accuracy, freshness, lineage, corporate actions, revisions, and point-in-time correctness; investigate discrepancies with vendors and stakeholders.

Desired Qualifications

  • Experience with S&P Capital IQ, FactSet, Bloomberg, LSEG, or similar vendor content and licensing-aware data delivery.
  • Experience supporting statistical arbitrage, quantitative research, or Research Security Master datasets and their downstream analytical workflows.
  • Experience with SingleStore, AWS lakehouses, Apache Iceberg, point-in-time or bitemporal models, slowly changing dimensions, and revision-aware histories.
  • Experience building AI agents, large-language-model-powered data workflows, or intelligent automation for data engineering and curation.
  • Experience in a multi-strategy hedge fund, asset manager, investment bank, or financial data provider supporting fundamental equity, quantitative, credit, or event-driven research.
  • Familiarity with AWS, DataHub or other data catalogs, data contracts, APIs, and entitlement-aware publishing.

About the Company

Schonfeld

Manages funds across global trading strategies

Schonfeld manages private investment funds that trade across global markets, combining computer-driven strategies with decisions made by investment teams. Its four core approaches cover quantitative investing, fundamental stock selection, tactical trading, and discretionary macro and fixed income. Teams use detailed market research and proprietary systems to identify opportunities in stocks, currencies, bonds and related instruments, with centralized infrastructure supporting trading and risk management. The firm earns fees tied to assets under management and investment performance. Schonfeld was founded in 1988 and is headquartered in New York City, United States.

Company size
201-500
Company stage
Not listed
Total funding
$1.5B
Headquarters
New York City, New York
Founded
1988

Recently Posted Jobs

Explore more opportunities at Schonfeld

See more jobs