Job Title: Senior Data Scientist
Sector: Financial Services
Location: City of London
Salary: up to £100K Base Salary
Vertex IT Solutions is currently working with a Global Financial Services company. We are assisting them in finding a Senior Data Scientist to sit within their Data and analytics division.
Responsibilities:
- Analysis/usage of data stored in historical database (currently Onetick)
- Producing new datasets and error checking investigation and validation.
- Building routines to query historical data and visualise results.
- Cleansing historical data via statistical methodologies to generate corrected data.
- Use of 3rd party utilities such as Alteryx Designer to view/blend/analyse/assess and report on large datasets.
- Programming interaction with SQL database systems, e.g. setting up tables, triggers, views etc.
Skills and Experience:
- Experience of analytical machine learning projects
- Experience in programming languages such as Python and R
- Knowledge of supervised machine learning methods, such as regularised regression, ensemble tree-based models, support vector machines, deep learning methods, etc.
- Good grasp of classical statistical methods, such as fitting regression models, inference testing and sampling.
- Recent and relevant use of statistical techniques to impute/correct datasets.
- Previous work in the financial markets essential, OTC markets and OTC instruments ideal.
- Strong and demonstrable Excel skills with an in-depth knowledge of VBA
- Experience in any of the following statistics packages – SPSS, Matlab, R, Stata, SAS BI advantageous
- Familiarity with time series data must be demonstrated
- In-depth understanding of SQL and relational databases
- Experience of 1 coding language (e.g. Java or Python)
- Familiarity with Cloud based components relating to large datasets
- Familiarity with One Market Data’s Onetick system would be an advantage
- Familiarity of the Alteryx platform (particularly Designer) would be favourable
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