We are in search of a meticulous and detail-oriented data scientist to build
out enhancements to our Equity Data Framework which underpins the analytic and
research platform for the firm. You will work closely with researchers and
traders to optimize the collection, processing, validation, manipulation, and
presentation of static and historical data for Global Equities.
Locations: New York City, Chicago, London
Essential Requirements:
- Prior experience (minimum 4 years) working with Static, and Exchange Data Sets
- Experience with Global Equities, Corporate Actions, Equity Identifiers, and Symbology
- Exceptional communication skills, both written and verbal.
Skills:
- Expertise in Python, with a strong command of data manipulation and analysis libraries specifically, Pandas and NumPy.
- Proficient in Linux environments with shell-scripting capabilities and experience in managing and optimizing databases, particularly Postgres.
Job Duties:
- Maintain daily price/volume data for Global Equities.
- Develop validation tests and integrate these into the Dependency Graph.
- Represent Corporate Actions as reduced form operations to apply to raw data.
- Develop ongoing common time series data which are baseline requirements for traders and researchers (clean log returns, total returns, etc.).
- Integrate Alternative Data Sets into a Security Master, with appropriate symbol mapping and continuity.
- Develop and work with APIs for accessing and distributing data.