Data Scientist
Core
Research, develop, and productionize AI/ML models for volatility forecasting, options pricing, signal generation, and systematic hypothesis testing to support portfolio managers.
Role type
Senior IC quantitative data scientist (volatility & options)
Builds
Systematic options datasets, backtesting infrastructure, event-volatility models, and live systematic volatility-fitting frameworks
Domain
Financial services (quantitative trading, volatility, options)
Deliverable
production ML models
Required skills
Python, JAX, PyTorch, Kubernetes, Docker, Airflow, CI/CD, LLM application development, vector databases, model evaluation, experiment tracking, feature/data versioning, model monitoring, drift detection
Preferred skills
C++, Java, Rust, Go, C#, financial markets knowledge (options/derivatives), hardware acceleration, LangGraph, LangSmith
Technologies
JAX, PyTorch, Kubernetes, Docker, Airflow, LangGraph, LangSmith, vector databases
Responsibilities
Build high-performance quantitative research workflows; Design agentic research and operational workflows; Partner with researchers, engineers, and portfolio managers to integrate AI-assisted tools; Support production ML practices including monitoring and reproducibility
Seniority
Mid-Senior, hands-on IC
