Job description

Our Client, a Global Market Data company, are looking to grow their Liquidity Quantitative / Data Science group as the business expands. This specific team uses Machine Learning, Econometric and Statistical methods to aid calculating liquidity risk.

Requirements:

1+ years of professional work experience within a Data Science / Machine Learning capacity
Strong educational background in Statistics and Probability with a solid understanding of pure fundamentals of both
M.Sc. or Ph.D. in an applied numerical field such as Physics (preferred), Operational Research, Comp Sci, Mathematics, Statistics, etc.
Ideally experience within Exchange Trading
Experience with Python and ideally Matlab / R
Experience with modelling securities across numerous asset classes, ideally professionally, at least educationally

Technical Environment:

Python, Matlab, R, SPARK