• You will design and maintain automated pipelines that ingest, clean, and normalize: • News, filings, earnings calls, macro releases • Social and sentiment data • Alternative and proprietary datasets • Your job is to replace manual refresh workflows with push-based alerts that surface only what matters — mapped directly to: • Watchlists • Live positions • Risk exposure • Reliability matters. Latency matters. Silence matters. • You will deploy LLM-powered systems to summarize, extract, compare, and reason over: • 10-Ks, 10-Qs, earnings calls, central bank minutes • Sell-side research and internal notes • You will build “chat with our data” tools that allow traders to query proprietary research in natural language. • You will also create tools for fast discretionary back-testing: • How did this asset behave during the last three macro shocks of this type? • You will build the filters that decide what breaks through. • Sentiment and relevance scoring • Entity recognition that maps events to exposure • Dashboards that surface regimes, anomalies, and dislocations — not vanity metrics • If something matters, it should scream. If it doesn’t, it should disappear. • You own the compute layer that runs the intelligence system. • Cloud and/or local GPU infrastructure • Vector databases and retrieval systems • Data-privacy-first architectures (local models where required) • You choose the architecture. You ship what runs fastest and breaks least. Our proprietary data and strategies do not leak. Ever.