- Rapidly growing fixed income fund manager
- Research and coding intensive data science role
- Competitive compensation including performance-based bonus
We are a successful fixed-income fund manager running multiple portfolios/strategies looking for a full-time data scientist who is able to apply a range of data science skills to the fixed income market.
Reporting to the lead data scientist as well as portfolio managers, the role is full-time and will span long-term project research and engineering duties. In particular the role will involve: using R and other languages for asset pricing and portfolio management modelling; managing and munging large datasets from multiple sources; benchmarking research methods against state-of-the-art academic literature; back-testing models against suitable benchmarks and metrics; driving model development and research into production grade systems; producing intuitive and immersive data visualisations; producing written method papers that are clear and well-communicated; delivering outputs/results according to pre-agreed timetables; and generally investigating ways in which our technical methods can be enhanced.
Pay will be market competitive in all respects with the opportunity to earn significant bonuses based on performance and equity participation in the business.
Ideally suits a reliable quant researcher or data scientist with an advanced degree in stats/engineering/science/actuarial who has applied data science techniques in industry, and wants to make a long-term commitment to their next position. Suitable candidates will possess the following attributes:
- Team player
- Excellent statistical modelling skills
- Excellent data munging and analysis skills.
- Understanding of good engineering practices when contributing to large shared code bases
- Excellent communication (written/verbal) skills
- High-intensity work ethic + willingness to work outside normal hours
- No prerequisite financial markets knowledge/experience required.
This role uses the R tidyverse framework for data munging. If unfamiliar with tidyverse, then experience with R data.table, Python Pandas, SQL or similar is required together with the willingness to transition to R tidyverse.
It is expected a market-competitive contract will be agreed with the opportunity to participate in the bonus pool and equity ownership scheme. The work will be demanding but also highly creative with the right candidate able to assume significant responsibilities and drive innovation.