Core Investment - Data Scientist (Dev)

Job description

Within the Core Investments platform (gathering Equities / Fixed Income / Multi-Asset expertises), the Quant Lab teams provide a number of quantitative services, among which strategic asset allocations recommendations, tactical asset allocation portfolio construction and risk analysis, or the development of a library of pricing and simulation functions.

The recruited person will work side by side with 3 teammate data scientists within the Quant Lab. The main focus for this position is to expand the Quant Lab's capacity to build a strong investment signals library.

In that context, main responsabilities will be:

(I) to use innovative techniques in order to build a strong alternative database that can be shared within the quant lab (e.g NLP, web scrapping …);
(II) to contribute to the development of a robust mathematical and statistical library;
(III) to integrate the quantitative signals research framework into a common powerful data science platform
(IV) to apply machine learning methods to find new investment signals on the market
(V) to help Data Science and Portfolio Engineering teams work in a 2.0 environment (Data Studio) through active interactions with Data Management and Architecture teams

• Contribute to the creation of a strong alternative signals database within the Quant lab team
• Contribute to the development of a robust quantitative library
• Proactively propose new quantitative alpha signals and improve existing signals construction using machine learning techniques
• Develop a proper investment signals research framework, from clean data sourcing to robust testing and validation protocols to seamless update and production capabilities
• Document investment signals research and share knowledge and findings across the Core Investments platform
• More broadly, take part to internal discussions about data science usage and framework, and proactively contribute to the internal ‘Accelerate Data Science' community

Desired profile

Qualifications :

Skills and Experience
• Strong Python programming skills oriented to Web/API and data engineering
• Strong knowledge of the most common Big Data technologies: Spark, Hadoop, Hive
• Cloud infrastructure knowledge
• Web/API development
• Experience in Code Versioning (Git)
• Experience with Databases (SQL)
• Understanding of financial markets and financial products
• Advanced degree in a quantitative discipline (Machine Learning, Computing Science, Applied Mathematics, Statistics)
• 5-10 years of experience if possible in Asset Management / Investment Banking

Competencies
• Excellent communication skills in English
• Second European language, in particular French, is an advantage
• Attention to details
• Ability to multitask and keep calm under pressure
• Advanced presentation skills.
• Team player, collaborative
• Excellent interpersonal skills
• Integrity and honesty are a must