Data Scientist

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Open Systems Technologies
  • 05 Dec 17 2017-12-05

Our client, a global financial firm is seeking a Data Scientist to join their team in New York, NY. This candidate will work with the development team and be responsible for research and development around algorithm strategies, pricing signals, and TCA. The position also will work with salespeople and clients to explain and customize our execution offering.

Responsibilities:

  • Performing quantitative research, analysis and development on electronic/algorithmic execution trading systems.
  • Use statistical/mathematical techniques and knowledge of US equity market structure (and microstructure) to design new trading algorithms and systems, and improve existing ones, with the goal of providing ‘best execution’ on client orders executed thru our systems.
  • The research tasks involve developing research plans, extensive data analysis (usually with large amounts of data on orders, trades and market data) and documenting outcomes as reports and white papers.
  • The development tasks require writing robust software using good design principles and follow practices like continuous integration for efficient development cycles.

Skills:

  • Bachelor or a Master’s degree in Computer Science, with an advanced degree in a quantitative field like Statistics, Financial Mathematics, Operations Research, Machine Learning, or a directly related field.
  • 5+ years of experience in software development and
  • 3+ years in quantitative analysis (statistical analysis - regression analysis, time series analysis and machine learning).
  • Strong object oriented design and programming skills using Java (or similar object oriented programming language) is required, with good knowledge of using efficient data structures.
  • Experience working with data/statistical analysis software like Excel, R and Matlab, and familiarity with data visualization tools and techniques.
  • Experience researching large data sets related to trading (tick/market data, orders and trades) is a plus.
  • Knowledge of equity market micro-structure and TCA techniques is a plus.
  • Working knowledge with the following: JUnit testing, Unix environment, multi-threaded programming and NoSQL databases.