Data Scientist, Global Quantitative Research
Core
Design, implement, and support enterprise quantitative models and systems; provide data support for Quant and Risk divisions.
Role type
Data Scientist (Quantitative Research)
Builds
Production quality, data-driven software solutions and ETL applications for data management and analysis
Domain
Quantitative Finance / Financial Derivatives
Deliverable
production ML models
Required skills
Statistical programming (Python), SQL, Time Series analysis, Data exploration, Statistical analysis, ETL development, Database management (Oracle, Postgres, Snowflake), Git
Preferred skills
R, MATLAB, C/C++, Java, Advanced Statistics, Quantitative Finance experience, Financial Derivatives experience, Code versioning tools
Technologies
Python, R, MATLAB, C/C++, Java, SQL, Oracle, Postgres, Snowflake, Git
Responsibilities
Perform data exploration and statistical analysis for quantitative research; Prepare, validate, and visualize financial data sets (time series of derivatives); Build data-driven software solutions; Develop ETL applications; Diagnose and profile data issues; Coordinate with research and business experts to refine data practices; Document methods and findings; Manage large data sets across various platforms; Engage in innovative research tasks in quantitative finance
Seniority
Mid-level, hands-on IC