Data Scientist

  • Commercial Programming Systems, Inc.
  • Los Angeles, CA, USA
  • Feb 06, 2018
Full-time Data Mining Data Science Machine Learning MATLAB Python Qualitative R Research SQL Statistics

Job Description

Our client is seeking candidates with experience in data science to help build their library of quantitative research. The Data Scientist will develop and lead the quantitative research program. The Data Scientist will primarily be responsible for developing the tools and techniques that we use to study various factors that can be incorporated into our products and investment strategies.

A successful candidate will have a background in math and statistical methods and be able to apply their expertise to the investment management problem. The ability to collaborate and efficiently share your findings is essential. We are looking for individuals that can distill their findings clearly and help others apply their work. Experience in a related financial or computer science field is required. The person should be comfortable working in an agile fast paced environment.

Core Responsibilities

  • Organize quantitative research activities across the US, India, and China.
  • Develop new factors and models that benefit investment strategies.
  • Analyze investment factors using efficient and robust methods.
  • Run backtests to prove the efficacy of factors and models.
  • Apply machine learning techniques to various investment challenges.
  • Teach and mentor other analysts about good data science techniques.
  • Share findings from factor analysis and backtesting with the group.
  • Write research briefs and reports related to significant findings.

Required Skills / Knowledge / Experience

  • 5 or more years of prior experience leading project teams.
  • Expert in data science techniques such as machine learning, data mining, statistics, and classification.
  • Expert at using SQL to gather, analyze, and clean market data.
  • Excellent working knowledge of tools such as R or MatLab.
  • Excellent organization and writing skills.
  • Familiarity with financial statistics, common investment styles, and market cycles is a plus.
  • Familiarity with Python libraries such as Pandas, NumPy, MlPy, MatPlotLib, and SciPy is a plus.
  • Familiarity with algorithmic trading & backtesting using Python (Zipline, PyFolio, AlphaLens) is a plus.
  • Personal interest in equity investments is a plus.
  • Must have excellent Excel and PowerPoint skills.
  • Bachelors degree or better.

Personal Characteristics

  • Highest levels of integrity and professional maturity
  • Highly organized, analytical problem solver
  • Enthusiastic, optimistic, and outgoing
  • Collaborative teammate
  • Clarity and precision in written and oral communication

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