Lead Machine Learning Data Scientist (Director)

London & New York
Ref: SMLDS-0103
££ Excellent with substantial bonus
Large Banking Group
Market Intelligence, NLP, Alternative Data, Pricing prediction (all Asset Classes)

This top-tier investment bank uses ML techniques to build advanced applications for its trading & risk business across the business lines, transforming their data into business opportunities.

Sitting in the front office, this ED level role will lead the development of new machine learning methods to discover insights across risk, trading, CRM, & pricing models. ML techniques include neural nets algorithms for time series, NLP & supervised learning. In addition to applying existing models, you will develop new techniques for banking, trading & risk leveraging alternative data and identifying solutions for new areas of predictive leverage.

  • MSc, PhD in mathematics, statistics, quantitative finance, physics, computer science, or other
  • Academic and/or professional experiences in advanced machine learning and data mining strongly preferred
  • Demonstrated ability to conduct independent research utilizing large data sets
  • Hands on experiences applying advanced machine learning methods to techniques
  • Experience with natural language processing techniques essential
  • Good intuition for conducting empirical financial research and strong analytical, econometrics and quantitative skills.
  • Strong programming skills (Python, SQL, Matlab, Java, C++, and R)
    Knowledge of: toolkits such as Torch, Theano, TensorFlow, Keras, Spark, sklearn, Chainer , etc.
  • Expertise in linear algebra and calculus is required
  • 7+ years of relevant experience is required
  • Effective communicator of research ideas for collaborative team-oriented research

Strong buy-side experienced is welcomed.