Data Engineer - Macro Hedge Fund - Market Data Team - NY - Hybrid

The Firm We're partnering with a well-established, macro hedge fund in New York with a central market data platform at the core of its infrastructure. The team is being rebuilt with a renewed focus on scaling the platform to support the firm's continued growth. The Role You'll join the Market Data team working on the ETL that powers the firm's data platform: onboarding new vendor feeds, cleansing and validating data, and building self-service tools and APIs the rest of the firm relies on. This is a hands-on seat, not a green-field build. You'll spend most of your time inside an existing codebase, so you should be comfortable digging in, understanding why something was built a certain way, and improving upon it. This is a great opportunity to work inside one of the leanest funds (9 employees/1Bn AUM) and be able to take ownership in your code and see the impacts of it firm wide. What You Will Be Doing: Build and maintain ETL pipelines for onboarding new market data feeds Own data cleansing, validation, and quality checks Build and support self-service APIs and tools used across the firm Work independently through an existing codebase, debugging and improving as you go What We're Looking For 2 - 5 years of software engineering experience, including 1+ year on ETL/data pipelines Strong Python and SQL Comfortable working through and improving code you didn't write Self-motivated, quick learner, able to operate in a fast-paced environment Any exposure to market data (Bloomberg, LSEG/Refinitiv, FactSet, or similar) is a strong plus, especially tick history or time-series data