Data Scientist

Compensation

: $115,435.00 - $200,310.00 /year *

Employment Type

: Full-Time

Industry

: Information Technology



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Data Scientist NEW YORK
FULL-TIME
This position is integrated into the development team and responsible for research and development around algorithm strategies, pricing signals, and TCA. The position also will work with salespeople and clients to explain and customize our execution offering.
Position Description Performing quantitative research, analysis and development on??Group?s electronic/algorithmic execution trading systems.
Use statistical/mathematical techniques and knowledge of US equity market structure (and microstructure) to design new trading algorithms and systems, and improve existing ones, with the goal of providing ?best execution? on client orders executed thru our systems.
The research tasks involve developing research plans, extensive data analysis (usually with large amounts of data on orders, trades and market data) and documenting outcomes as reports and white papers.
The development tasks require writing robust software using good design principles and follow practices like continuous integration for efficient development cycles.

Required Experience/Skills: Bachelor or a Master?s degree in Computer Science, with an advanced degree in a quantitative field like Statistics, Financial Mathematics, Operations Research, Machine Learning, or a directly related field.
2-5 years of experience in software development and 1-3 years in quantitative analysis (statistical analysis - regression analysis, time series analysis and/or machine learning).
Strong object oriented design and programming skills using Java (or similar object oriented programming language) is required, with good knowledge of using efficient data structures.
Experience working with data/statistical analysis software like Excel, R and Matlab, and familiarity with data visualization tools and techniques.
Experience researching large data sets related to trading (tick/market data, orders and trades) is a plus.
Knowledge of equity market micro-structure and TCA techniques is a plus.
Candidate should be self-motivated, and have the ability to communicate complex ideas clearly and work well in a collaborative team environment.
Familiarity with some or all of these technologies is required - JUnit testing, Unix environment, multi-threaded programming and NoSQL databases.
Associated topics: artificial intelligence, chip, c c++, computer engineering, electrical, javascript, programmer, programming, schematic, software engineer * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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