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Schonfeld

Senior Quantitative Data Engineer

Salary$200k – $220k
LocationNew York, United States
Typefull-time
SenioritySenior
Experience7+ yrs
DepartmentData Engineering
Company size501–1,000 people
PostedJan 20, 2026 · 8mo ago
Verified live11h ago
At a glanceSummarised by Seekless from the posting.
Must have9
7+ years building production data platforms with Python and SQL
Deep expertise in big-data architecture: partitioning, sharding, columnar formats
Hands-on with SingleStore/MemSQL, Spark/Flink/EMR and event buses (Kafka/Kinesis)
Proven AWS skills plus Terraform / CloudFormation infrastructure-as-code mastery
Experience delivering data services for AI/ML workloads and feature pipelines
Experience building AI/ML feature stores or RAG pipelines
Performance-tuning Postgres, SingleStore/MemSQL, or KDB for sub-second queries
Proficient in API design, versioning, and OpenAPI/Swagger documentation
Comfortable collaborating directly with traders, quants, and data scientists
Nice to have5
Market-data domain expertise (tick, options, macro)
Mastery of Iceberg, Delta Lake, or Hudi on S3
Hands-on work with real-time analytics engines such as SingleStore/MemSQL
Skill with performance profiling tools
Contributions to open-source data tooling or technical talks
Skills
Python
SQL
SingleStore
MemSQL
Spark
Flink
EMR
Kafka
Kinesis
AWS
Terraform
CloudFormation
Postgres
KDB
OpenAPI
Swagger
Iceberg
Delta Lake
Hudi
S3
Benefits
Health insurance
401(k)
Unlimited PTO
Remote stipend
The Role
As the driving force behind Schonfeld’s next-generation data platforms, you will architect, operate, and continually refine underlying platform that empowers research, systematic trading, AI and risk analytics. On top of this robust foundation, you’ll build and run high-throughput pipelines spanning ultra-low-latency market-data streams to cost-efficient end-of-day workflows. Partner closely with quants, data scientists, and fellow engineers to achieve sub-minute SLAs, shape firm-wide architecture, and mentor peers. We believe diverse backgrounds and voices spark better ideas and more resilient systems, so you’ll join an inclusive culture where every perspective counts.
What you’ll do
•
Architect and operate the platform – 24x7 reliability, IaC-driven deployments, tight cost controls
•
Build and evolve batch and streaming pipelines that ingest billions of market-data events each day
•
Architect high-performance, cost-efficient Lakehouse tables
•
Expose curated datasets via robust, versioned APIs consumed by quants and AI agents
•
Optimize workflows to meet aggressive SLAs, embedding observability and automated data quality checks end-to-end
•
Champion Infrastructure-as-Code with Git-driven CI/CD for every data asset
•
Mentor junior engineers and enforce best-in-class coding standards
•
Continuously refine processes to keep our data ecosystem resilient and lightning-fast
Requirements
What you’ll bringWhat you need:
•
7+ years building production data platforms with Python and SQL
•
Deep expertise in big-data architecture: partitioning, sharding, columnar formats
•
Hands-on with SingleStore/MemSQL, Spark/Flink/EMR and event buses (Kafka/Kinesis)
•
Proven AWS skills plus Terraform / CloudFormation infrastructure-as-code mastery
•
Experience delivering data services for AI/ML workloads and feature pipelines
•
Experience building AI/ML feature stores or RAG pipelines
•
Performance-tuning Postgres, SingleStore/MemSQL, or KDB for sub-second queries
•
Proficient in API design, versioning, and OpenAPI/Swagger documentation
•
Comfortable collaborating directly with traders, quants, and data scientists
Nice to have
We’d love if you had:
•
Market-data domain expertise (tick, options, macro)
•
Mastery of Iceberg, Delta Lake, or Hudi on S3
•
Hands-on work with real-time analytics engines such as SingleStore/MemSQL
•
Skill with performance profiling tools
•
Contributions to open-source data tooling or technical talks
About the company
Who we areSchonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discretionary Macro & Fixed Income.
Our CultureAt Schonfeld, we’ll invest in you. Attracting and retaining top talent is at the heart of what we do, because we believe that exceptional outcomes begin with exceptional people. We foster a culture where talent is empowered to continually learn, innovate and pursue ambitious goals. We are teamwork-oriented, collaborative and encourage ideas—at all levels—to be shared. As an organization committed to investing in our people, we provide learning and educational offerings and opportunities to make an impact. We encourage community through internal networks, external partnerships and service initiatives that promote inclusion and purpose beyond the firm’s walls.
Benefits
The base pay for this role is expected to be between $200,000 and $220,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.
More roles at Schonfeld
2027 DMFI COO Intern2027 Quantitative Developer Intern2027 Quantitative Research Intern2027 Business Analytics InternTalent Acquisition, Associate
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