Lead Data Scientist
$130,000–$190,000 year
On-siteNew York City, New York, United States or New York, United States
Job Summary
Learn, research, implement, and maintain pricing models across fixed income asset classes. Work closely with product, engineering, and evaluation teams to procure, analyze, and validate data sources while investigating ad hoc issues and debugging pricing applications. Leverage AI-driven tooling to enhance proprietary algorithms that bring transparency and standardization to the fixed income market, utilizing Python, C++, SQL, and Shell Scripting to process significantly large historical datasets. Research new techniques enabled by AI to scale business operations and improve precision across millions of bonds.
Required Qualifications
- Master's or higher in Computer Science, Math, Physics, Engineering, or related quantitative field
- 3+ years of experience doing quantitative analysis
- Hands on experience utilizing Python
- Hands on experience utilizing C++
- Hands on experience utilizing SQL
- Hands on experience utilizing Shell Scripting
- Hands on experience utilizing R
- An understanding of fixed income instruments
- Strong communications skills
Desired Qualifications
- PhD
- Experience using AI & ML techniques to solve complex multi-dimensional problems
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