Job Details

Quantitative Financial Researcher - Machine Learning

Job Info:

Category: Development, Other
Company Description: Leading global provider of data, news and analytics
Salary: Highly Competitive, Depending on Experience
Position Type: Permanent
Location: New York, NY
Job Number: 8904

Job Description:

Our client is pioneering the use of statistical, econometric, and machine learning methods in helping to calculate liquidity risk. If you are a highly motivated and enthusiastic individual this is a very unique opportunity to contribute to the development of an innovative regulatory product using rich financial data and multiple machine learning techniques.

You will work in the Enterprise Solutions area and work collaboratively to build a liquidity tool for banks, broker dealers, hedge funds, and other firms. You will need to show special attention to data integrity and robustness of various models, a rigorous scientific/statistical approach and a complete IT background.

We'll trust you to:

  • Contribute original research and be hands-on in the development of an innovative regulatory product
  • Conduct statistical analysis, developing machine learning methodologies, model estimation and leading part of the research activities
  • Explore current academia and market best practices in machine learning approaches
  • Assess quality controls around different approaches and suggesting new approaches in research
  • Use independent research in developing machine learning methodology from the ground up

You'll need to have:

  • An advanced degree in an applied numerical field: Mathematics, Statistics, Computer Science, Operations Research, etc.
  • 2+ years of financial market experience in professional role. Experience with market structure of different asset classes is a plus.
  • Hands on experience modelling securities from different asset classes (e.g. Rates, Vol, Futures). Modelling can be done from a risk, microstructure, execution, or alpha generation perspective.
  • A solid understanding of different statistical, econometric and machine learning techniques including: dimension reduction, manifold learning, and distance metric training, and classification.
  • Strong quantitative analysis, programming, and statistical modeling skills.
  • A track record of gathering, matching, and pre-processing large data sets from varied sources and of different characteristics.
  • Experience in the analysis on mixed features in modelling: continuous and categorical.
  • Experience with Python, R, or Matlab.

We'd love to see:

  • Previously used SPARK is a plus.
  • Parallel computing experience a plus.



All qualified candidates are encouraged to apply by submitting their resume as an MS word document including a cover letter with a summary of relevant qualifications, highlighting clearly any special or relevant experience.

Please Note: All inquiries will be treated with the utmost confidentiality. Your resume will not be submitted to any client company without your prior knowledge and consent.

Contact Recruiter
Senior Technical Recruiter
Andiamo Partners | 90 Broad Street, Suite 1501, New York, NY 10004

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