Job Location: 100 Avenue of the Americas, New York, NY 10013

Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting / working from home is permissible for remainder of the same month.

Duties: Research, engineer, and develop novel data preparation methods using complex linear algebra, math, and statistical modeling techniques to transform raw financial data into fit-for-purpose, structured data products. Design and implement granular domain-specific features -- relating them to company, industry, and macroeconomic factors -- that feed into systematic investment management research and trading processes. Own end-to-end data workflows: Developing deep domain expertise on the underlying actors and behaviors manifested through the data; Collecting and collating stakeholder requirements to ensure a single data product can be used by multiple stakeholders for multiple use cases; Designing and implementing technical roadmaps that include sophisticated mathematical transformations within software logic to produce financial data transformation software that operates reliably at scale; Iterating quickly in the research phase of data product creation in collaboration with world class researchers; Create and publish comprehensive documentation, including methodology write-ups, data dictionaries, pipeline architecture diagrams, and data product profiling summaries. Writing production-grade code that’s fit for live trading at the end of the research cycle. Improve existing data pipelines to meet changing technical and business requirements. Sanity check and fix data pipelines operating in a production environment, using automation techniques and scripting languages to diagnose and correct pertinent issues. Contribute to data sourcing strategy across multiple industry verticals supporting our prediction efforts.

Minimum education and experience required: Master’s degree or equivalent in Computer Science, or related field plus 2 years of experience in Data Science or related experience; OR Bachelor’s degree or equivalent in Computer Science, or related field plus 5 years of experience in Data Science or related experience.

*Skills required: Must have experience designing and independently creating data products with a feature engineering component for consumption by quantitative research techniques. Must have experience in one or more domains in quantitative finance. Must have experience collaborating with engineering partners or teams. Must have experience collecting and evaluating user requirements to build data products. Must have experience leading – not merely contribute towards – large scale data projects spanning multiple quarters. Must have demonstrated knowledge of coding in a scripting language (e.g. Python, R, Matlab) for all three of data analysis, processing, and transformation. Must have demonstrated knowledge working with data-frames and associated libraries, including Pandas and NumPy. Must have demonstrated knowledge of linear algebra, fundamental mathematical and statistical modeling techniques. Must have demonstrated knowledge of data structures, algorithms, and design patterns. Must have experience with configuring and supporting live data pipelines. Must have experience with creating and maintaining python libraries of data transforms. Must have experience with visualizing data using libraries such as matplotlib, seaborn, or ggplot. Must have experience with cleaning, preparing, and normalizing timeseries data. Must have experience with conducting technical interviews. Must have demonstrated knowledge in producing technical content in the form of documentation and presentations, communicating at the appropriate technical level to match that of the audience. Must pass company’s required skills assessment. Employer will accept any amount of graduate coursework, graduate research experience or experience with the required skills.

The base pay for this role will be between $171,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.