+31 20 4919874

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Data Scientist

Posting date: 16/05/2016
Salary: 100 000 - 200 000 USD
Job Location: Asia
Industry: Information Technology and Services
Contact Phone Number: +31 20 4919874

Responsibilities:

  • . Evaluate, recommend and implement solutions in the areas of data ingestion, storage and management
  • . Collaborate with the Portfolio Manager/ Researcher to evaluate and analyse noisy, unstructured data
  • . Build scalable models and algorithms to clean, visualise, and analyse large datasets - generate insights and signals for research
  • . Manage and lead team to research alpha signals to be included in systematic investment portfolios

Requirements:

  • . Bachelor or Master's degree in technical disciplines including engineering, computer science, and applied sciences
  • . Background in Financial Engineering, Mathematics, or Statistics is also desirable.
  • . Experience working with large unstructured data sets and distributed computing tools (Mapreduce, Spark, Hadoop, Hive, etc.)
  • . Experience with large enterprise databases, in traditional and alternative database technologies (SQL and NoSQL)
  • . At least 5 years' experience in advanced statistical modelling and machine learning methods to develop robust predictive models
  • . Hacking skills (ability to quickly prototype solutions for diverse needs)
  • . Ability to scrape and retrieve data from a variety of unstructured sources (web, text)
  • . Data manipulation - comfortable handling multiple data types across varying frequencies and complexities as well as familiar in feature selection and transformation
  • . Fluency in R, Python and/or other similar languages
  • . Adept in the use of third-party visualization tools (Spotfire, Tableau)

Job conditions:

  • A major financial firm has started a new systematic investment group with a mid to long-term horizon.
  • The Team multiple investment strategies and portfolios, ranging from long-only equity, fixed income, credit, commodity, FX strategies, to multi-asset long-short. The team's objective is to generate alpha, using quantitative models that combine data, technology, and advanced analytics.
  • They are looking for a suitable candidate to join the team as a Data Scientist. The individual will provide advanced data analytics to the team in deploying quantitative investment strategies across a range of asset classes.


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