Senior Data Engineer

Financial Data Engineer

Job description: A person with strong technical skills who can understand complex financial analyses in Excel and partner effectively with the business to write code in Python that will be used for data and report automation processes.

- Ideally 5+ years experience doing data-heavy work in a financial or economic-adjacent field (or equivalent)

- Can understand a complex Excel financial model, breaking it down into manageable components

- Can partner closely with the business to specify and understand business requirements, ask clarifying questions, and write down the goals and technical specifications in documentation

- Prior experience writing complex logic in Python code to transform time series data

- Can write auditable, well-documented Python code that replicates the logic in an existing Excel model

- Can write auditable, well-documented Python code for new logic that the business needs to transform data

- Writes clear and concise code that is readable and replicable by internal client technology resources

Example Projects

Take an existing Excel model that converts gross of fees returns to net of fees returns. Write a Python function that can take any gross of fees return stream (monthly or quarterly) with any start date, the specified fee schedule, and accurately convert it to a net of fees return stream.

A hypothetical portfolio model with various inputs. Inputs are parameters and 10-30 time series with accompanying weights. Write a Python function that can receive inputs for different strategies/allocations and output the final portfolio return stream (both gross of fees and net of fees) along with various portfolio statistics.