Qube Research & Technologies - Data Scientist - Macro

• Minimum 2 years of relevant professional experience in Data Science, Data Analysis, Data Engineering or a similar role within financial markets • Practical understanding of financial markets and instruments, with exposure to Macro, Fixed Income, Rates, Credit or related asset classes • Strong Python programming skills, including experience with data analysis libraries such as Pandas and NumPy • Good SQL skills and experience working with structured financial datasets • Experience sourcing, analysing and processing financial data, with an understanding of data quality, validation and consistency across multiple sources • Ability to understand financial concepts and communicate effectively with Quantitative Researchers, Portfolio Managers, Traders and external data vendors • Strong analytical and problem solving skills, with the ability to investigate unfamiliar datasets and identify appropriate solutions independently • Familiarity with external data providers, financial data platforms and API integration • Ability to manage competing priorities, take ownership of data initiatives and collaborate effectively across technical and business functions • Degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering or Finance; a postgraduate qualification is beneficial • Experience developing data pipelines, automating data workflows or supporting production data infrastructure is beneficial • Knowledge of financial data concepts such as yield curves, instrument reference data, market data and pricing conventions is advantageous