Graduate degree (M.S.) in Financial Engineering, Mathematics, Computer Science, or a related STEM field
0-2 years of relevant experience in the areas listed
Demonstrated ability to work independently with a strong sense of ownership, consistently driving projects to completion in a fast-paced environment
Proficient in a modern analytical programming language (e.g., Python, R, MATLAB) and comfortable turning research code into production workflows
Exceptional interpersonal and communication skills -- able to convert PM requests into analytical solutions and broader dev requirements
Experience with market-data feeds (Bloomberg, Refinitiv, Tradeweb, ICE) and large historical time-series
Familiarity with SOLID principles, design patterns, and CI/CD (Git, Azure DevOps, GitHub Actions, etc.)
Research experience applying advanced machine-learning or deep-learning techniques
Prior internship or project work on sell-side or buy-side desks involving model documentation and support for fixed-income, equity or derivatives
Knowledge of messaging/streaming frameworks (Kafka, RabbitMQ, ZeroMQ) for tick-level or intraday data
Comfortable writing efficient, well-structured SQL and performance-tuning
Willing to work onsite in our San Diego office
Responsibilities
Build and maintain robust Python- and SQL-based data pipelines that ingest, clean, and reconcile large datasets from Municipal Securities Rulemaking Board (MSRB), vendor reference feeds, and internal trade records, ensuring that PMs receive accurate real-time pricing and analytics
Tune and validate models, perform back-tests, and contribute to the deployment of pricing and risk engines into production services
Daily interaction with portfolio managers, quant researchers and developers to support execution decisions while fostering a culture of rigorous documentation, unit testing, and iterative improvement