Market Data Quality Analyst
IMC TradingAbout the Role
At IMC, data is pivotal in shaping trading decisions across a wide range of financial products. As a Market Data Quality Analyst, you'll own a variety of reference data, corporate actions data and alternative data from sources such as exchanges and data vendors. You'll work to turn these into research and trading-ready datasets via ingestion, validation, mapping, enrichment and publication.
- Acquire, clean, and maintain reference data, corporate actions data and alternative data from various sources (exchanges, third-party vendors, proprietary feeds)
- Design and own automated Python pipelines for ingestion, transformation and publication of these sources
- Analyse datasets using SQL, Pandas and Polars to help model, investigate issues, and document data
- Monitor and resolve data anomalies, missing values, and inconsistencies to ensure high data quality and develop automated testing strategies
- Work with engineers to enhance data storage, retrieval, and efficiency for research workflows
- Work with researchers, traders and other data users to turn data needs into well-defined, maintained datasets
Requirements
- 5+ years in a data-focused role, preferably in a trading, quantitative finance, or financial services environment
- Strong Python including data processing frameworks such as Pandas or Polars
- Advanced SQL for analysing large datasets efficiently
- Genuine interest in how exchanges work – including instrument lifecycles, session structures, holiday calendars and symbology
- Eagerness to get into the details of a dataset, either to find quality issues or to help document data edge cases
- Strong communication skills and the ability to work cross-functionally with researchers, traders and engineers to build up data requirements
- Nice to have: visualisation tools (Streamlit, Plotly), distributed processing (Spark, Dask), CI/CD, Kubernetes