Our client, a leading hedge fund, is currently seeking a full-stack Data Scientist to join its growing Quantitative Strategies team. You will work alongside world-class talent to find innovative solutions to some of the most interesting problems on the buy-side.
Responsibilities:
You will work closely with other areas such as Technology, the Quantitative Research and Portfolio Manager groups as well as Risk, Operations and more to learn about problems they face with respect to data and ultimately develop cutting edge solutions. Your focus will be to dive deep into multiple data sets to understand relationships, develop time series, forecasting models, and support quant strategies, provide new insights and leverage state-of-the-art machine learning and advanced statistical methods to produce the best data sources for the fund.
Requirements:
· 1-3 years’ experience working in related experience.
· Undergraduate or higher degree in Computer Science, Mathematics, Economics, Operations Research, Econometrics or other quantitative discipline. Advanced degree (MS or PhD) in these fields or equivalent experience preferred.
· Ability to clearly communicate research findings to technical and nontechnical stakeholders.
· Full-stack experience with Python (preferred), R or C++, Spark, SQL or other distributed data processing technologies as well as experience working comfortably building and deploying services and models in containerized environments.
· Experience with scientific computing, optimization, time series, panel data, etc..
· Strong background in statistics, optimization, econometrics and prefer knowledge of financial markets.
Other Attributes:
· Ability to tackle loosely defined problems and a strong disposition to dive deep while maintaining strategic perspective.
· Comfortable handling multiple projects to solve varied problems working with multiple teams.
· Empirical, independent, detail-oriented mindset.
· Sense of ownership of work, working well both independently and within a collaborative team.
