We are building a
next-generation Quant Research Platform on Databricks for a large financial institution, focused on
macroeconomic data workflows.
We are seeking a
Subject Matter Expert (SME) to review our
data model, pipelines, and research architecture and provide targeted recommendations.
This is a
high-impact design review role, requiring deep expertise in
macro data semantics, point-in-time correctness, and quant research reproducibility.
You will review:
- Data models (macro datasets, bitemporal structures)
- Data pipelines (ingestion, transformations, nowcasting flows)
- Research workflows (signals, backtesting, feature pipelines)
- Metadata, lineage, and reproducibility design
Requirements
Hands-on experience with
macro-economic datasets (GDP, CPI, inflation, rates, etc.)
Strong understanding of:
- Point-in-time data modeling
- Bitemporal data systems
- Data revisions and vintage handling
Experience in
quant research environments, including:
- Signal generation
- Backtesting
Prior work in one of:
- Asset manager
- Hedge fund
- Economic data vendor
