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