DESCRIPTION:

Duties: Conduct end-to-end research such as formulating problems, gathering data, generating hypotheses, developing models and algorithms, conducting experiments, synthesizing results, building prototype applications, communicating the significance of research, and deploying the models following all relevant processes and governance. Anticipate and consider risks when building machine learning solutions and prediction/classification systems. Build and train production grade ML models on large-scale datasets to solve various business use cases for the firm. Develop quantitative and machine learning models for market analytics. Develop methodologies for AI/ML model explainability. Assist first line of defense in analytical investigations. Develop algorithms to support market controls and compliance. Analyze trading data, patterns, and trends to detect potential market anomalies. Work with Market technology to identify and investigate data gaps and curate datasets for modeling. Drive complex projects that require cross- organizational alignment and collaboration.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Financial Engineering, Quantitative Finance, Statistics, Data Science, Applied Math, Computer Science, Econometrics or related field of study plus 5 years of experience in the job offered or as Predictive Science, Applied AI ML Lead, Data Scientist Lead/VP, Sr Quantitative Analyst, Sr Bond Analytics Analyst, Financial Research Analyst, Financial Product Development Associate, or related occupation. The employer will alternatively accept a PhD in Financial Engineering, Quantitative Finance, Statistics, Data Science, Applied Math, Computer Science, Econometrics, or related field of study plus 3 years of experience in the job offered or as Predictive Science, Applied AI ML Lead, Data Scientist Lead/VP, Sr Quantitative Analyst, Sr Bond Analytics Analyst, Financial Research Analyst, Financial Product Development Associate, or related occupation.

Skills Required: Requires three (3) years of experience with the following: Python; PySpark; Deep Learning; Machine Learning; Time Series Analysis and Forecasting; Statistics; one (1) of the following financial products: equities, bonds, or commodities. Requires two (2) years of experience with the following: SQL; KDB; Network Analysis; one (1) of the following Quantitative Methods in Finance: Probabilistic modeling or Liquidity profiling; Reinforcement Learning; Optimization methods. Requires one (1) year of experience with NLP.

Job Location: 3223 Hanover St., Palo Alto, CA 94304. Telecommuting permitted up to 40% of the week.

Full-Time. Salary:  $215,943.00-$260,000.00 per year.