|Reference # : ||18-56107
||Title : ||Data Scientist/BI Analyst (computational finance)|
|Position Type : ||Contract|
|Experience Level : ||
||Start Date : ||10/06/2018
| Description |
Company: Artech Consulting LLC
Position: Data Scientist/ BI Analyst
Location: Redmond, WA
Job Reference Code: 18-56107
Our client's Capital Markets team is looking for a Data Scientist/Business Intelligence Analyst with an interest in finance to join its Capital Markets team. A perfect candidate would be a person with a quantitative finance background capable of working on a wide range of projects.
- Portfolio Management: You'll build computational finance/quantitative models, calculating performance attribution, optimizing portfolios, and pricing derivatives for real-time decision making. Projects can span equity, fixed income, and FX asset classes.
- Data Engineering: You'll help the team figure out the best way to store, process and report data. This includes creating SQL cloud databases, and driving efficiencies to make calculations and data visualization easier. This would include writing scripts to perform calculations and maintaining Power BI dashboards.
- Machine Learning: The team has built an indicator model that helps them understand trends over time and predict probabilities of recessions and various economic metrics. The analyst should use machine learning and time series analysis to maintain and build additional models.
- 0-2 years of Experience
- Degree in Computational Finance or equivalent required
- Highly proficient user of SQL and R.
- Basic understanding of investments and general finance knowledge.
- Ability to works on medium to complex and cross-functional IT and business intelligence solutions.
- Strong communication and project management skills. The ability to be able to present to both technical stakeholders and management is crucial.
- Develop machine learning and time series models in R or Python to solve various business problems within Treasury.
- Leverage R and SQL server to build data/ETL pipelines and come up with their optimal design.
- Provide timely reports on earning releases of publicly traded companies.
- Program simulations that illustrate scenarios for portfolio management.
- Perform portfolio optimization.
E: email@example.com ; Ph: (425) 289- 2667
600 108th AVE NE, Suite 250, Bellevue, Washington 98004, http://www.artech.com