Focus Capital Markets is supporting its electronic trading partners by bringing on a full-time technical data scientist to design and development of Algos on FI trading desks for pricing, risk management, signals, analytics using Machine Learning and AI techniques. This Data Scientist must be able to collaborate with traders, quants and developers and other teams within the firm. You will be part of a team responsible for the development and support of AI/ML Algorithms for Fixed Income Electronic Trading.
- No less than 5 years supporting electronic trading desks from a data science/quantitative/analytics perspective.
- Extensive experience (5+ years) working with time series big-data solutions like q/kdb+, OneTick, Hadoop and other non-relational databases.
- 3+ years of prior experience developing Algos on the trading desk using Data Science, Machine Learning and/or related techniques.
- 5+ years of experience working with Python.
- Experience implementing model code in Java/C++ (3+ years).
- Must have a great understanding of fixed income asset classes (Rates, Corporates, FX, Munis, ABS) from a Quantitative perspective.
- Educational background in Math/Statistics/Financial Engineering is highly desirable.