
Financial Consulting Firm #027
Responsibilities:
β Developing production-quality software for the processing and analysis of data:
β Ensuring data quality in the pipeline from data acquisition to the model.
β Working in a distributed-memory multiprocessing environment.
β Evaluating new data sources for predictive signals.
β Identification and refinement of features in data that are useful for modeling.
β Contributing to our understanding of data, including market microstructure.
β Parsing, normalizing, and understanding historical market data.
β Aiding in the design of real-time data acquisition systems.
β Close collaboration with data engineers, the portfolio and research teams, software
engineers, and trading-operations staff.
Qualifications:
β Advanced degree in the physical sciences, computer science, or mathematics.
β Experience working with, processing, and analyzing large data sets.
β Strong programming skills, in one or many of the following:
β Python, Pandas, Numpy, Matlab, R,
β Postgres/SQL,
β HPC,
β Linux/UNIX: command line tools, filesystems, signals, pipes.
β An interest in working on a wide spectrum of projects, including data quality assurance,
data onboarding, and feature detection.
β Ability to communicate clearly and collaboratively work on larger projects.
β No prior experience in finance required.