*Inside IR35 - 3 days a week onsite*

Key Responsibilities for the Role:

• Perform time-series data quality check offline through python execution and carry out investigation of data defects range from missing, staleness and outliers.
• Collaborate with team members across Asia, UK/Europe and US to complete historical market data DQ process
• Executing functions from in-house development library to backout levels from remediated returns

Qualifications:

• Proficient in Python and/or SQL
• Undergraduate degree in a quantitative or technical discipline such as Economics, Applied Econometrics, Computer Science, Engineering, and Quantitative Finance. Master's degree or higher in quantitative disciplines a plus.
• Knowledge of or interest in finance, markets, risk management. Prior financial experience is not required.
• Ability to communicate/articulate complex subjects and good presentation skill.
• Good people skills with a 'can do' attitude and a 'self-starter.'

Please apply within for further details or call Alex Reeder
Harvey Nash Finance & Banking