Data Engineer (Quantitative Trading)
J. Ramlee , W.P. Kuala Lumpur
|Hybrid
|Contract
J. Ramlee, W.P. Kuala Lumpur
|Hybrid
|Contract
Job ID 8195|Posted May 13, 2026
JOB DESCRIPTION
Data Engineer (Quantitative Trading)
Kuala Lumpur
About Horizontal: Established since 2003 in the US, Horizontal solves complex challenges across two distinct businesses: Horizontal Digital and Horizontal Talent. We are consistently recognized for being a top workplace and one of the fastest-growing private companies. Horizontal Talent specializes in staffing for IT, Digital & Creative, and Business & Strategy markets. We have global offices in the US, UAE, India, Malaysia and Australia.
Job Summary:
We are looking for a meticulous and driven Data Engineer to serve as the backbone of our Quant Fund. You will be responsible for the data of our trading strategies. You will build, scale, and maintain high-frequency and alternative data pipelines that power our U.S. Equities strategies. The ideal candidate treats data architecture as a craft, ensuring every tick, trade, and corporate action is captured with 100% fidelity.
Key Responsibilities:
Key Requirements:
Nice to have:
The above description is not designed to cover or contain a comprehensive listing of activities, duties or responsibilities that are required of the employee for this job. Duties, responsibilities, and activities may change at any time with or without notice.
Kuala Lumpur
About Horizontal: Established since 2003 in the US, Horizontal solves complex challenges across two distinct businesses: Horizontal Digital and Horizontal Talent. We are consistently recognized for being a top workplace and one of the fastest-growing private companies. Horizontal Talent specializes in staffing for IT, Digital & Creative, and Business & Strategy markets. We have global offices in the US, UAE, India, Malaysia and Australia.
Job Summary:
We are looking for a meticulous and driven Data Engineer to serve as the backbone of our Quant Fund. You will be responsible for the data of our trading strategies. You will build, scale, and maintain high-frequency and alternative data pipelines that power our U.S. Equities strategies. The ideal candidate treats data architecture as a craft, ensuring every tick, trade, and corporate action is captured with 100% fidelity.
Key Responsibilities:
- Pipeline Architecture: Design and deploy robust ETL/ELT pipelines to ingest large-scale market data (OHLCV, Level 2 Quotes, Trades) and non-market data (News, Social Sentiment, Fundamentals).
- Data Integrity & Validation: Implement rigorous automated data quality checks to detect anomalies, look-ahead bias, and survival bias in financial time-series.
- Storage Management: Optimize data storage using ClickHouse for high-speed analytical queries, PostgreSQL for relational metadata, and Parquet/S3 for scalable data lakes.
- API Integration: Build and maintain connectors for financial data providers (e.g., Bloomberg, Refinitiv, Polygon, Alpaca) and alternative data vendors.
- Collaboration: Work closely with Quant Researchers to ensure datasets are "research-ready" and optimized for back testing and live trading execution.
- Monitoring: Develop real-time monitoring and alerting systems to ensure pipeline uptime and data freshness.
Key Requirements:
- 5+ years of strong experience.
- Languages: Expert-level Python (Pandas, Polars, NumPy) and advanced SQL.
- Environment: Strong proficiency in Linux/Unix environments and shell scripting.
- Databases: Experience with columnar databases (ClickHouse preferred) and traditional RDBMS (PostgreSQL).
- Data Engineering: Familiarity with modern data stack tools (Airflow, Dagster, or Prefect) and cloud storage (AWS S3).
- Financial Domain: Solid understanding of U.S. Equity market mechanics, including corporate actions, splits/dividends adjustments, and T+1/T+0 settlement logic.
Nice to have:
- Experience working in a Hedge Fund, Prop Trading Firm, or Fintech environment.
- Knowledge of low-latency data formats (HDF5, Zarr) or messaging queues (Kafka/RabbitMQ).
- Familiarity with containerization (Docker/Kubernetes).
- A passion for financial markets and quantitative finance.
The above description is not designed to cover or contain a comprehensive listing of activities, duties or responsibilities that are required of the employee for this job. Duties, responsibilities, and activities may change at any time with or without notice.
Horizontal is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex (including pregnancy, sexual orientation, and gender identity), national origin, age, disability, veteran status, or any other protected characteristic under applicable law.
Horizontal is committed to taking affirmative action to employ and advance in employment qualified individuals with disabilities and protected veterans. If you are an individual with a disability and require a reasonable accommodation to complete any part of the application process or participate in the interview process, click here to request accommodation assistance.
All applicants applying must be legally authorized to work in the country of employment.
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