This assignment is courtesy our NPA Partner in the USA-for their client hiring in Singapore.
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.
• 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
• 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
• Fluency in R, Python and/or other similar languages
• Adept in the use of third-party visualization tools (Spotfire, Tableau)