Quant Data Engineer - Systematic Hedge Fund

Our client, a leading multi‑strategy hedge fund, is looking for a Quant Data Engineer in Dubai to join their systematic and quantitative strategies team. The role sits at the core of the firm's data platform, working within a small, high‑performance group that owns the full lifecycle of market data, from raw tick ingestion to validated, research‑ready datasets powering quantitative research and trading.

The team operates in a low‑bureaucracy, high‑ownership environment, partnering directly with quant researchers and technologists to deliver robust, scalable, and business‑critical data systems across global markets.

• Build and maintain time‑critical, high‑throughput equity data pipelines.
• Own tick‑level market data ingestion, storage, and distribution across research and trading systems.
• Design and maintain core APIs and data services supporting quantitative research workflows.
• Operate and maintain Linux‑based production and research servers, ensuring system reliability.
• Implement rigorous data validation, reconciliation, and quality control processes in time‑sensitive trading environments.

• 3+ years' experience working in data‑intensive environments, ideally within equities or systematic trading.
• Strong expertise with equity market data, including tick‑level datasets.
• Strong SQL skills covering schema design and performance optimisation.
• Experience designing APIs, microservices, or distributed data systems in a highly available environment.