Job Description
Blockhouse's success stems from our groundbreaking approach to quantitative finance, blending sophisticated mathematical models with robust financial strategies to redefine market dynamics. We are seeking a Quantitative Market Data Analyst Intern to enhance our data curation capabilities and ensure that our foundational market data is robust, accurate, and tailored to drive high-quality analytics and execution.
Key Responsibilities:
Data Collection and Cleaning
Gather, clean, and organize large-scale datasets from diverse sources, including real-time feeds, historical records, and alternative data streams.
Ensure data consistency, accuracy, and integrity with a primary focus on rates instruments and market data.
AWS Data Infrastructure
Leverage AWS services such as S3, Redshift, and Athena to efficiently process and manage data pipelines for high-performance analytics.
Market Microstructure and Protocol Expertise
Work with financial data protocols, such as FIX, to develop and maintain data handlers that account for market nuances.
Address complex scenarios like bond recalls, multi-leg trade configurations, and changes in order book dynamics.
Asset-Specific Data Challenges
Develop and implement methods to measure different transaction costs in fixed income markets using novel approaches.
Analyze multi-leg trades, including curve trades, basis trades, and butterflies, to optimize data alignment and accuracy for analytics and trading strategies.
Ideal Candidate Profile:
Educational Background
Currently pursuing or having completed a Bachelor’s, Master’s, or PhD in Computer Science, Financial Engineering, Mathematics, Data Science, or related technical fields.
Bachelor’s students with a strong willingness to learn and work hard are encouraged to apply.
Technical Expertise
Proficiency in Python for data analysis and pipeline development.
Hands-on experience with AWS tools such as S3, Redshift, and Athena.
Familiarity with FIX protocol and other financial data standards.
Market Microstructure Knowledge
Strong understanding of market dynamics, particularly in rates instruments and related datasets.
Analytical and Problem-Solving Skills
Detail-oriented with a strong aptitude for addressing data inconsistencies and enhancing data reliability.
Communication
Effective at conveying technical insights and challenges across multidisciplinary teams.
Why You Should Join Us:
Innovative Environment
Work with a forward-thinking team on groundbreaking financial data analytics projects.
Expert Team
Collaborate with top-tier talent, learning from professionals deeply experienced in finance and technology.
Professional Growth
Develop expertise in financial data engineering, AWS infrastructure, and quantitative analytics.
Compensation
Equity-only compensation that reflects the value of your contributions.
Work Hours
A part-time role with 20-30 hours per week, offering flexibility and immediate start dates.
For International Students:
At Blockhouse, we value talent from across the globe and support international students through e-verification, CPT/OPT documentation, and flexible international payment arrangements.
If you’re eager to leverage your skills in market data curation and AWS infrastructure to solve complex financial challenges, join us at Blockhouse and shape the future of finance.