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.
- 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
Python, Matlab, R, SPARK