Data Scientist

You will

Experiment with tick-by-tick market data (trades and quotes) to find the right features, preprocessing, model, and hyperparameters for problems such as volume prediction, volatility prediction, direction of next trade, crumbling quote, pre-trade TCA, etc.

Expectations

• 2+ years of full-time data science experience.
• 1 + years of experience working with time series data.
• 1 + years of Python.
• Git, Linux.
• Analytical, algorithms-oriented mindset.
• Willingness to understand the business and take initiative to suggest technical solutions.

General requirements:

• English — Upper-Intermediate or higher.
• Good communicative skills, being able to explain difficult things in simple words.
• Being eager to learn new technologies (including area-specific).
• Attentiveness, hard-working and goal-oriented mindset (to have the tasks done), opportunity to work both in team and independently.

Useful links

• An example of work we do is described in a blog post: link.
• Another application is applying RNNs/LSTMs to financial market data and answering questions like this on along the way: link.