Our client is seeking a strong python developer and data scientist to support the Quantitative Portfolios Group. The Quantitative Data Delivery group was recently formed to apply modern data-science techniques to improve the reliability, organization, quantity and quality of the data coming in and out of models. The ideal candidate would be very strong python programmer and data munger. 80% of the role will probably be in those activities. Ideally you should have solid statistics and machine learning credentials, so you can contribute new techniques and algorithms while collaborating with some of the most accomplished financial engineers in the world.
Responsibilities:
- Develop and implement algorithms that detect anomalies with the data coming in or out of financial models and simulated trades.
- Improve the overall platform for monitoring models
- Work with portfolio managers and financial engineers to establish recommendations for model- and trade- code development that would improve their reliability.
- Work with the ETL team to improve mechanisms of data ingestion and verification.
- Work with technology group to leverage their big data and machine learning infrastructure to the requirements of the group
Requirements:
- Strong familiarity with python and programming/computer science
- Strong statistics and data manipulation/interpretation skills
- Familiarity with machine learning techniques
- Strong writing ability and communication skills
- Ability to work in a demanding, client-focused environment
- Must be a self-starter with the ability to both collaborate and work independently
Education:
- Strong academic background from a leading, accredited college or university
- Technically-oriented degree preferred (Computer Science, Economics, Mathematics, Physics)
If you would like to be considered for the position of Data Scientist, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
