Senior Data Scientist (Trading Optimization)

We are hiring a Senior Data Scientist that will be in charge of building machine learning models to help optimize our trading services. If you have a background in this area and would like to join a leading hedge fund, we would love to start a conversation.

 

What’s the Job?

 

The Senior Data Scientist on our team will be hands-on, but also mentoring other more junior data scientists, and owning most of our models. What are the models? We need you to build and refine our advanced machine learning models to optimize the high volume of trades our fund executes daily. The bottom line is that your work in this area will help to save us millions of dollars, and will help contribute to the bottom line. 

 

The models will be looking at how you can allocate trade to brokers, how the trades can minimize impact, when should the trades be made, and other similar questions. This means you should have a lot of data science and quantitative skills, along with execution skills.

 

Some of the keywords we are looking for in your background will be: optimal trade scheduling, market impact, TCA, global broker flow allocation framework, and CRB.

 

What Skills Do You Need?

 

• Experience building, testing, refining and putting into production machine learning models.

 

• Master’s or PhD in a STEM field.

 

• You should have experience with optimal trade scheduling, market impact, TCA, global broker flow allocation framework, and CRB.

 

Who are We?

 

We are a systematic investment strategy hedge fund headquartered here in Midtown Manhattan. We are close to 1,000 employees with trading floors located both here in New York and Connecticut. 

 

What Do We Pay?

 

• $150,000 – $250,000 Total Compensation

 

• Generous 401(k)

 

• Paid Vacation and Time Off

 

• Full Medical, Vision and Dental

 

• Continuing education budget

 

What’s In It For You?

 

If you are looking to take the next step in your career, this is an amazing opportunity. You will join a large company with lots of Big Data to work with and great support from management. 

 

https://jobs.crelate.com/portal/averityteam/job/jt2bzs1m3la-600131