Opportunities
We want the industry’s best and brightest talent to call K-HAWK home. We look for smart, hard-working individuals who strive for excellence and uphold the highest ethical standards. We support our team through coaching and training, helping them build long-term careers with us. We expect our employees to be problem-solvers, rigorous thinkers, and exemplary citizens.
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About
Utilize programming and statistical methods to manage models for forecasting, strategy selection, and portfolio construction. Use quantitative methods in financial engineering to develop algorithmic solutions, modeling, and visualization of complex data.
Requirements
Proficiency with Python software
1 year experience with computer programming in financial environment
MA in Applied Mathematics and Statistics
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About
Utilize programming and statistical methods to manage models for forecasting, strategy selection, and portfolio construction. Apply operational and programming methodologies to ensure strategies run efficiently with minimal errors.
Requirements
Proficiency with Python software and quantitative methodologies.
1 year experience with computer programming in financial environment
MA Mathematics and Statistics, or Computer Science
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Role Overview
We are seeking a Quant Data Engineer with deep expertise in ClickHouse to build and scale our core data infrastructure. This role is central to enabling low-latency analytics, robust data pipelines, and high-performance research and trading systems.
You will work closely with portfolio managers, quantitative researchers, and engineers to ensure data is accurate, scalable, and accessible for real-time and historical analysis.
Key Responsibilities
Data Architecture & ClickHouseDesign, build, and maintain ClickHouse clusters for large-scale financial time-series data
Optimize schemas for high-performance analytical queries
Tune query performance, partitioning, and indexing strategies
Manage real-time and batch ingestion pipelines
Monitor and improve system performance and reliability
Data Engineering & Pipelines
Develop robust ETL/ELT pipelines for market and alternative data
Process high-frequency datasets (tick, trades, order book)
Ensure data quality, validation, and consistency
Quant & Trading Support
Partner with quantitative researchers to deliver structured datasets
Enable efficient backtesting and research workflows
Optimize data access for trading systems
Systems & Performance
Ensure low-latency data availability
Implement monitoring, alerting, and fault tolerance
Continuously improve scalability and system reliability
Required Qualifications4+ years experience in data engineering or related field
Strong hands-on experience with ClickHouse in production (required)
Advanced proficiency in Python and SQL
Experience with time-series data and high-volume data pipelines
Familiarity with Kafka (or similar), Airflow/Prefect, and cloud platforms (AWS/GCP/Azure)
Preferred QualificationsExperience in hedge funds, trading firms, or financial data platforms
Understanding of market microstructure and order book data
Experience optimizing analytical databases at scale
Exposure to low-latency or real-time systems
Ideal Candidate
Deep expertise in analytical databases (especially ClickHouse)
Strong systems thinker focused on performance and scalability
Comfortable working with large, real-time datasets
Collaborative and able to work across quant, trading, and engineering teams
CompensationCompetitive base salary
Performance-based bonus
Comprehensive benefits
How to Apply
Please submit:Resume
Relevant project or GitHub work (if available)
Brief summary of your ClickHouse experience
Note: Candidates must have hands-on experience deploying and optimizing ClickHouse in production environments.Item description