My client is a centralised systematic hedge fund that adopts computer-driven trading strategies to invest across multiple liquid asset classes. They are hiring a Data Scientist for their data service group.
Responsibilities:
Identify new datasets for analysis.
Collaborate with vendors to understand dataset characteristics.
Develop processes and technology tools to ingest, tag, and clean datasets.
Analyze datasets to generate descriptive statistics and suggest potential applications.
Research potential "alpha signals" for presentation to Portfolio Managers.
Monitor and enhance the automated data collection and cleansing infrastructure.
Explore new technologies for improved data management and efficient retrieval.
Qualifications:
Ph.D. or MPhill in computer science, mathematics, physics, statistics, or another field involving rigorous quantitative analysis techniques.
At least 1 year of experience as a Data Scientist, quantitative researcher, or in a similar role.
Experience working with large datasets, including classification, regression, distribution analysis, and predictive modeling.
Proficiency in applying statistical tests to large datasets.
Programming skills in SQL, TSQL, SQL Server, or PL-SQL.
Proficiency in Python and at least one of C#, C++, or Java.
Financial industry experience is preferred but not required.
Familiarity with intraday, tick, and order book data is a plus.
Strong problem-solving skills.
Intellectual curiosity and a passion for learning.