Abbey Milligan

Data Analytics Engineer

Quantitative Sports Betting Firm (via Selby Jennings)

OtherOn-site📍 Chicago
Posted by Abbey Milligan

Overview

You support quantitative analysts at a sports betting firm by building data pipelines, writing SQL/Python for data prep, and maintaining the infrastructure that feeds their models. You're not the one building betting algorithms—you're making sure the people who do have clean, reliable data to work with. Most of your day is writing queries, debugging pipeline issues, and documenting data schemas.


Role Snapshot

AspectDetails
Role TypeData Analytics Engineer (Infrastructure/Support)
Primary FunctionPipeline development, data quality, analyst enablement
Team StructureSupporting quant analysts, likely small data team
Work StyleMix of project work (new pipelines) and reactive (fixing issues)
Technical FocusSQL-heavy, Python for ETL, workflow orchestration
Impact ModelEnablement - your work unblocks quants

Company Context

Industry: Quantitative Sports Betting

Type: Likely private firm (common in sports betting/trading)

Stage: Unknown, but hiring through recruiter suggests established operation

Team Size: Small - you're likely THE data engineer or one of 2-3

Market: Sports betting data is high-volume, real-time sensitive, requires precision


What You'll Actually Do

Time Breakdown

Pipeline Development (35%) | Data Support/Troubleshooting (30%) | Documentation (15%) | Meetings/Collaboration (20%)

Key Activities

  • Writing SQL: You spend a lot of time writing queries to extract, transform, and aggregate data for quant analysts. This means understanding their models well enough to know what data they need and in what format.
  • Building/Maintaining Pipelines: You own the ETL jobs that pull in sports data (scores, odds, player stats, betting lines). When a pipeline breaks at 6am before markets open, you're the one fixing it. Airflow experience is a bonus because that's likely what they use for orchestration.
  • Data Quality Checks: You build validation logic to catch bad data before it hits the quants. Sports data can be messy—wrong timestamps, duplicate records, missing values. You're constantly adding checks.
  • Documentation: You maintain the data dictionary and document pipeline logic so people know where data comes from and what transformations were applied. This is more important than it sounds because quants need to trust the data.
  • Ad-hoc Analysis: Quants come to you with questions like "why did this number change?" or "can you pull historical data on X?" You're their go-to for data questions.
  • Tool Selection: You research and recommend analytical databases or tools that might make the team more efficient.

The Honest Reality

What's Hard

  • Real-time Pressure: Sports betting data needs to be accurate and timely. If a pipeline is late or wrong, it can cost the firm money. There's pressure to keep things running smoothly, especially during peak sports seasons.
  • Reactive Work: Even with good planning, you'll get interrupted with urgent data requests or pipeline issues. It's hard to block off deep work time.
  • Data Quality Is Never Perfect: Sports data comes from multiple vendors and sources. You're constantly dealing with schema changes, API rate limits, and data inconsistencies. It's Sisyphean work.
  • Limited Scope for Creativity: This isn't a role where you're building ML models or doing strategic analysis. You're infrastructure. The quants do the interesting math—you make sure they have what they need.
  • On-Call Expectations: Not explicitly stated, but in sports betting, weekends matter. If something breaks during NFL Sunday, you might need to fix it.

What Success Looks Like

  • Quants can access the data they need without blockers
  • Pipelines run reliably with minimal manual intervention
  • Data quality issues are caught before they reach analysts
  • Documentation is good enough that people don't have to ask you the same questions repeatedly
  • You've reduced manual data prep work through automation

Who You're Supporting

Primary Stakeholders:

  • Quantitative Analysts (PhD-level, building betting models)
  • Potentially Traders (using model outputs to place bets)

What They Care About:

  • Data Accuracy: One bad data point can throw off a model. They need to trust what you give them.
  • Timeliness: Betting lines move fast. Late data is useless data.
  • Accessibility: They want to query data themselves without waiting for you, but in a structured way.
  • Transparency: They need to understand data lineage—where did this number come from, what transformations were applied?

Technical Environment

Core Skills You'll Use Daily:

  • SQL (complex joins, window functions, performance optimization)
  • Python (pandas, data validation scripts, API integrations)
  • Likely: Airflow or similar orchestration tool
  • Likely: Cloud warehouse (Snowflake, BigQuery, Redshift)

Nice to Have:

  • Experience with analytical databases (Clickhouse, DuckDB)
  • Understanding of sports data formats and providers
  • Experience in high-frequency or trading environments

Requirements

  • Strong SQL skills (this is 60%+ of the job)
  • Solid Python for data manipulation and ETL
  • Experience building and maintaining data pipelines
  • Good communication skills—you need to translate between technical and quantitative stakeholders
  • High attention to detail and reliability (data quality matters immensely)
  • Bonus: Airflow experience
  • Bonus: Prior work in data-intensive industries (finance, trading, sports analytics)