Responsibilities
- Perform statistical analyses and derive business insights for Trading, Execution, and Sales at finance Markets.
- Develop quantitative models for Market Making, Order Execution, and Delta One desks.
- Build data pipelines and dashboards associated to distinct use cases on the Trading floor.
- Ensure data quality, including mining, cleansing, and analyzing large datasets for use-case development.
- Develop well-documented code, mainly in Python, for optimizing and automating trading flow.
- Assist with the business development and vision of Markets Data Analytics, including liaising with external vendors, scheduling and monitoring teamwork, preparing reports, and building business presentations.
- Assist with the creation of software applications, user interfaces, APIs, and automated reports for business users.
- Present insights associated to business results and Data-Science methodologies to key stakeholders.
- Assist, when needed, with the development of Data Analytics platform, including Databases and Data Lake.
- Collaborate with Data Scientists, Developers, and Traders to jointly meet deadlines.
Qualifications & Skills
- Master or PhD in a technical field, such as Statistics, Mathematics, Physics, Engineering, Economics, or alike.
- 4+ years of work experience as a Quantitative Analyst or Data Analyst in a financial firm.
- Advanced coding skills in Python.
- Advanced knowledge of Power BI, Tableau, and VBA / Power Query.
- Proven experience in Quantitative Trading and/or Algorithmic Trading.
- Knowledge of Machine Learning methodologies, including Clustering techniques, Factor Modelling, Reinforcement Learning, and Advanced Statistics.
- Certain knowledge of Mathematical Finance and Financial Markets, for example Algorithmic Trading, Derivative Pricing, Portfolio and Risk Management, Dynamic Programming, and Numerical Methods.
- Knowledge of Scrum methodology, Agile framework, and Jira.
- Knowledge of Git, SQL, Spark, and Dash (or similar).
- Familiarity with cloud services such as Microsoft Fabric, Azure Synapse, Databricks, and Snowflake.
- Experience with Business Development is a plus.
- Experience with MLOps tools (e.g. Dataiku or similar) and with programming languages such us R and Scala is a plus.
- Collaborative, team player, open minded, and easy to work with.
- Proficient presentation skills and high attention to detail.
- Able to explain technical results to non-technical audiences.
