Data Analyst

About Tekmerion:

Tekmerion is a global macro hedge fund whose strategy combines the fundamental insights of a fundamental macro trader with the analytical rigor of a systematic investment manager.  Launched in 2017, the strategy has recently announced a $1B spin-out from Brevan Howard, with strategic backing from Engineers Gate.  The investment process spans all major global macro asset classes, including equities, foreign exchange, rates, and commodities, allowing the team to express macro views where risk–reward is most compelling.  The team is small and exceptional.  This is an opportunity that offers startup-like growth trajectory backed by the stability of major institutional infrastructure.

Role Description:

The Data Analyst reports directly to the Chief Investment Officer, and is responsible for collecting, organizing, and maintaining all the data inputs into the systematic investment process. This includes both fundamental macroeconomic data as well as market data timeseries.  In addition to sourcing data required for the strategy, the Data Analyst is responsible for maintaining the critical metadata which informs both the analysts’ understanding and the systems’ manipulation of the data.  

The data analyst is also responsible for cleaning and curating historical timeseries, as well as ongoing diagnostics/quality control for incoming data.  In addition to data sourcing and curation, the role involves hands-on work with macroeconomic and market time series, including seasonal adjustment, calendar effects (holidays, trading days), and related transformations. The Data Analyst will work with vintage and revision-aware datasets to support point-in-time / real-time analysis, and will perform exploratory data analysis to identify anomalies, structural changes, and data quality issues.  This role works closely with research analysts to ensure datasets are investment-ready and aligned with the needs of systematic macro research across equities, FX, rates, and commodities.

The ideal candidate will have a gift for organization, a mastery of economic and market data, and extraordinary diligence and attention to detail.  

Requirements:

• 4-7yrs relevant experience
• Mastery of fundamental macroeconomic statistical data and its sources
• Expertise working with complex market data, especially long timeseries
• Experience with data curation, diagnostics, and quality control
• Experience sourcing new data and working with data vendors
• Passion for data
• Extraordinary diligence and attention to detail
• Excellent written and spoken communication skills
• Impeccable integrity
• Autonomy; the ability to work in a self-directed manner and independently solve open-ended problems
• Strong programming skills and experience implementing data tools in code, with Python as the primary research language; familiarity with additional languages and production environments, especially C#, is a plus

Additional Qualifications:

• Experience in database design/management
• Expertise in metadata design and curation
• Data science expertise

The base salary for this role is anticipated to be $150,000–$250,000, excluding potential bonuses, additional compensation, and benefits. Actual compensation will depend on various factors including skills, experience, and qualifications.