Head of Alternative Data and Market Data

will focus on sourcing, evaluating, onboarding, and productionizing alternative as well as raw market data datasets, with an emphasis on global equities, while also helping scale our broader market data infrastructure across global equities, futures, indices, and derivatives.

The successful candidate will partner closely with quantitative researchers, traders, engineers, compliance, legal, and external data vendors to identify high-value datasets, evaluate their alpha potential, and transform them into reliable, production-ready data products. This position will also lead a team responsible for data acquisition, vendor management, data engineering coordination, data quality monitoring, dataset versioning, and research enablement.

The ideal candidate has deep experience in alternative data, strong knowledge of global equity data vendors and market structure, hands-on understanding of quantitative research workflows, and a proven track record of building scalable data platforms in a systematic investment environment.

Key Responsibilities

• Define and execute the firm’s alternative data strategy, with a focus on global equities.
• Source, evaluate, negotiate, and onboard new alternative datasets and market data products.
• Build a systematic framework for assessing data quality, coverage, point-in-time correctness and alpha potential.
• Partner with quantitative researchers to convert raw datasets into research-ready and production-ready data products.
• Lead the design of scalable offline and online data storage, dataset versioning, data lineage, entitlement, and monitoring frameworks.
• Manage vendor relationships, licensing, contract review, cost control, compliance workflow, and audit

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• Lead and mentor a team of data engineers and data analysts.
• Collaborate with engineering teams on ETL pipelines, Security Master and research platform integration.
• Oversee data quality, incident management, production stability, and research-to-production handoff.
• Manage Level-1 market data infrastructure, including exchange feeds, consolidated feeds, tick/bar data, reference data, and real-time/historical market data pipelines.

Qualifications

• 8+ years of experience in quantitative finance data, alternative data, market data, or research data platforms.
• Strong track record at a quantitative hedge fund, systematic investment platform, prop trading firm, financial data provider, or financial technology company.
• Deep knowledge of global equity alternative data vendors and datasets, especially in the U.S. equity market.
• Strong understanding of point-in-time data, survivorship bias, look-ahead bias, timestamp alignment, identifier mapping, corporate actions, and data quality issues.
• Experience designing or managing large-scale data platforms, offline/online storage systems, ETL pipelines, metadata systems, dataset versioning, and data monitoring.
• Proven team leadership and cross-functional collaboration experience.
• Familiarity with data licensing, compliance, permissioning, audit, and vendor management.
• Strong communication skills with the ability to work with researchers, engineers, legal, compliance, and external vendors.
• Experience with Level-1 market data, exchange feeds, futures data or real-time market data systems.