Data Engineer at Variant Perception

Data Engineer with a Passion for Financial Markets

Variant Perception is a small investment research team working with sophisticated investors, asset managers and funds. We are passionate about markets and looking for a data engineer to help us scale our models and capabilities. Formal experience in finance is helpful, but a passion for investing is key.

We are known for using innovative analysis to build predictive models. Our investment process is based on first principles thinking with empirical verification. We study history to understand how markets and economies work, and use a variety of data to build systematic models using these insights. This allows our small team to cover many markets and asset classes.

Your role on the team

• We have many investment models that span time-horizons and asset classes. We use Prefect for model & job orchestration and use GCP as our cloud provider. Experience with these or similar tools is preferable. (GCP, AWS, Azure, Kubernetes, Prefect, Airflow, etc)
• As our models have grown in number, so has our data. We need someone who can architect and manage the data infrastructure. This includes helping the quant team with ingesting and structuring datasets, and removing bottlenecks in existing workflows. We currently use Snowflake but would like to experiment with moving our data to BigQuery. Experience with SQL, Snowflake, BigQuery and general DB administration is preferable.
• We have built a proof-of-concept data api to allow clients to use our data in their investment decisions and strategies. Expanding the api capabilities and performance is one of the first projects you would work on with an immediate impact on the business.
• Ultimately we want to utilize recent LLM breakthroughs to build a natural language interface to our APIs for data, charts and research. We are looking for someone with experience or an interest to learn about RAG based LLM models.
• As our investment R&D grows we want to ingest more datasets that can help us understand what is happening in economies, beyond the traditional financial and econometric data. We need someone to help orchestrate the ingestion, but also use methods to gather unstructured data and find meaning. Again, an interest in ML is a bonus.

Are you a good fit?

You must believe it's possible to build predictive models for markets. If you believe in efficient markets you will not like this job.

We have big goals for our team and rely on each other to achieve them. To be successful at VP you must be self-motivated, have trust in teammates, be forgiving of mistakes, be open-minded and above all enjoy figuring out problems, often from scratch.

There are many ideas we want to explore, each requiring new skills. You should enjoy continuous learning.

Location

Remote, but if you already live in New York, London or Charlotte, that's an added bonus.