- Lead and mentor team of data scientists and data engineers to build data pipelines from various data sources, perform , identify trends, patterns, outlier treatment, feature selection, perform machine learning model iterations, hyper parameter tuning, model performance and validations, generate predictions and insights with a strong understanding of the underlying mathematics and domain knowledge.
- Be able to explain predictions of models and build explainable models
- Lead hands-on development, validation, documentation, execution and measurement of mission-critical statistical and ML models, leveraging state-of-the-art quantitative and computational techniques
- Translate business needs into advanced data science projects and prioritize outcomes based on expected tactical and strategic business impact to achieve goals
- In collaboration with business stakeholders, ML engineers and solution architects, build, test and deploy predictive models for execution
- Collaboratively develop prototype solutions to demonstrate ideas and prove concepts
- Perform model validation and documentation of new models to ensure compliance with model governance policies, guidelines and OCC requirements.
Essential skills :
- Experience in building and testing statistical/ML models covering supervised and unsupervised algorithms
- Experience in leading development teams of data engineers and scientists on data science and quantitative modelling, trading strategist (desk strats), quantitative research development projects
- Strong programming (Python, SQL) and experience in writing production-ready code - Python PEP8, write clear comments (Python docstrings), modularize code, use GitHub for version control etc.
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