

Buchanan Technologies
Sr. Data Financial Analytics Developer
⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Sr. Data Financial Analytics Developer in Southern California, offering a contract length of "unknown" and a pay rate of "unknown." Requires a graduate degree, 2 years of experience, proficiency in Python and SQL, and familiarity with financial datasets.
🌎 - Country
United States
💱 - Currency
$ USD
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💰 - Day rate
800
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🗓️ - Date
October 15, 2025
🕒 - Duration
Unknown
-
🏝️ - Location
On-site
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📄 - Contract
Unknown
-
🔒 - Security
Unknown
-
📍 - Location detailed
San Diego Metropolitan Area
-
🧠 - Skills detailed
#Mathematics #Computer Science #GitHub #Scala #Statistics #Azure #Version Control #SQL (Structured Query Language) #Python #Azure DevOps #Documentation #Kafka (Apache Kafka) #Deep Learning #ML (Machine Learning) #GIT #Data Pipeline #Datasets #DevOps
Role description
Job Title: Data Financial Analytics Developer - Financial Services
Location: Southern California
About the Role
We are seeking a Data Developer to join our team to bridge the gap between research prototypes and live trading. In this role, you will build and maintain robust Python- and SQL-based data pipelines that ingest, clean, and reconcile large datasets, vendor reference feeds, and internal trade records. Your work will ensure portfolio managers receive accurate, real-time pricing and analytics to support execution decisions.
You’ll collaborate closely with quantitative researchers, developers, and portfolio managers to validate models, perform back-tests, and deploy pricing and risk engines into production. This position offers a unique opportunity to work in a fast-paced trading-floor environment that values analytical rigor, documentation, and continuous improvement.
Key Responsibilities
• Design, build, and maintain Python- and SQL-based data pipelines for large financial datasets.
• Integrate and reconcile data from a Regulated Financial Data source, market vendors, and internal trading systems.
• Collaborate with quantitative researchers to tune, test, and deploy production models.
• Develop and maintain CI/CD workflows for analytics and trading infrastructure.
• Work with portfolio managers to translate analytical requests into scalable solutions.
• Contributes to the development of pricing and risk engines used in live trading.
• Promote best practices in documentation, testing, and model governance.
Qualifications
• Graduate degree (M.S.) in Financial Engineering, Mathematics, Computer Science, etc.
• 2 years of relevant experience in quantitative research, trading technology, or analytics.
• Strong proficiency in Python and comfort with turning research code into production workflows.
• Solid grounding in probability, statistics, and numerical methods.
• Skills in writing and optimizing SQL for large datasets.
• Experience with market data feeds (Bloomberg, Refinitiv, Tradeweb, ICE) and time-series data.
• Familiarity with version control and CI/CD tools (Git, Azure DevOps, GitHub Actions, etc.).
• Knowledge of object-oriented design, SOLID principles, and design patterns.
• Excellent interpersonal and communication skills.
• Demonstrated ability to work independently and manage multiple priorities.
Preferred Experience
• Prior internship or project experience on trading desk.
• Exposure to fixed-income, equity, or derivatives products.
• Experience with messaging/streaming frameworks such as Kafka, RabbitMQ, or ZeroMQ.
• Research experience in machine learning or deep learning applications for financial modeling.
Job Title: Data Financial Analytics Developer - Financial Services
Location: Southern California
About the Role
We are seeking a Data Developer to join our team to bridge the gap between research prototypes and live trading. In this role, you will build and maintain robust Python- and SQL-based data pipelines that ingest, clean, and reconcile large datasets, vendor reference feeds, and internal trade records. Your work will ensure portfolio managers receive accurate, real-time pricing and analytics to support execution decisions.
You’ll collaborate closely with quantitative researchers, developers, and portfolio managers to validate models, perform back-tests, and deploy pricing and risk engines into production. This position offers a unique opportunity to work in a fast-paced trading-floor environment that values analytical rigor, documentation, and continuous improvement.
Key Responsibilities
• Design, build, and maintain Python- and SQL-based data pipelines for large financial datasets.
• Integrate and reconcile data from a Regulated Financial Data source, market vendors, and internal trading systems.
• Collaborate with quantitative researchers to tune, test, and deploy production models.
• Develop and maintain CI/CD workflows for analytics and trading infrastructure.
• Work with portfolio managers to translate analytical requests into scalable solutions.
• Contributes to the development of pricing and risk engines used in live trading.
• Promote best practices in documentation, testing, and model governance.
Qualifications
• Graduate degree (M.S.) in Financial Engineering, Mathematics, Computer Science, etc.
• 2 years of relevant experience in quantitative research, trading technology, or analytics.
• Strong proficiency in Python and comfort with turning research code into production workflows.
• Solid grounding in probability, statistics, and numerical methods.
• Skills in writing and optimizing SQL for large datasets.
• Experience with market data feeds (Bloomberg, Refinitiv, Tradeweb, ICE) and time-series data.
• Familiarity with version control and CI/CD tools (Git, Azure DevOps, GitHub Actions, etc.).
• Knowledge of object-oriented design, SOLID principles, and design patterns.
• Excellent interpersonal and communication skills.
• Demonstrated ability to work independently and manage multiple priorities.
Preferred Experience
• Prior internship or project experience on trading desk.
• Exposure to fixed-income, equity, or derivatives products.
• Experience with messaging/streaming frameworks such as Kafka, RabbitMQ, or ZeroMQ.
• Research experience in machine learning or deep learning applications for financial modeling.