Data Scientist
Core
Research, engineer, and validate quantitative signals (alphas) from high-frequency equity market data to drive systematic financial strategies.
Role type
Research-focused data scientist (high-frequency trading)
Builds
Quantitative signals and features for a production research platform
Domain
Financial markets / High-frequency trading / Machine learning
Deliverable
production ML models
Required skills
Quantitative programming, Deep learning, Machine learning, Data engineering, Backtesting, Hypothesis testing
Preferred skills
C++, Market microstructure knowledge, Dark pools experience, Low-latency implementation
Technologies
Internal simulation/backtesting framework, Deep neural networks
Responsibilities
Research and engineer features from raw, high-frequency market data; Implement signals within internal simulation/backtesting framework; Validate features through backtesting across historical data; Collaborate with research and engineering teams; Explore new and existing data sources to identify candidate signals; Develop utility tools to automate software development, testing and deployment workflow
Seniority
Mid-level, hands-on IC