Data Scientist

JD-

• Responsibilities
• You will be part of a high-profile Applied R&D team enabling creative and impactful solutions across Active Equities, Fixed Income, Risk Management, Corporate Finance, and more. Our diverse research lab leads the application of deep learning, convex optimization, game theory, stochastic simulation, and more techniques for production solutions across all parts of Investment management. This opportunity is best aligned to individuals with experience in various parts of systematically designed research and engineering efforts. We are specifically looking for individuals with mathematical optimization and applied mathematics skill sets to complement the existing staff with this focus.

Qualifications

• · Significant experience in research settings regarding mathematical optimization and other modeling paradigms
• · Experience building machine learning architectures to address specific problem statements is nice to have • Comfortable with Quant standards such as Markowitz and Modern Portfolio Theory, mixed-integer optimization, Black-Litterman, factor models, etc.
• · Proficient with python in development environments such as SageMaker, Databricks, etc • Experience creating evaluation frameworks with OOS, Sim, and back-test components and analyzing results
• · Experience with Investment Management related data and tasks is preferred
• · Participation or completion of the CFA or related financial knowledge is valuable
• · Ability to read & reproduce research papers in computational settings
• · Participation in systematic or quantitative workflows in Investment Management is a plus