Job Title: Data Scientist
Location: New York, NY
Type: Onsite
A leading trading firm is looking for a Data Scientist with deep experience working with event, flow, and holdings datasets. The successful candidate will collaborate with trading, quant research, and engineering teams to transform complex financial data into insights that drive alpha generation, risk analysis, and strategic decision-making.
Key Responsibilities:
- Source, cleanse, and model event-driven data (e.g., earnings, corporate actions, macroeconomic releases) to support signal development and market impact studies.
- Analyse fund flows, trade flows, and client activity to extract insights on market sentiment, liquidity, and positioning.
- Utilise holdings data (e.g., regulatory filings, internal portfolio data) for positioning analysis, peer comparisons, and exposure tracking.
- Develop data pipelines, analytical tools, and predictive features that integrate into the firm’s research and trading infrastructure.
- Work cross-functionally with data engineering teams to ensure scalable and reliable data ingestion from both structured and unstructured sources.
- Assess and onboard alternative datasets that complement event/flow/holdings data for new research use cases.
Qualifications:
- 3+ years of experience in a data science or quant research role at a trading firm, hedge fund, or financial institution.
- Hands-on experience working with event, flow, and/or holdings data in a financial markets context.
- Strong coding skills in Python and SQL, with experience using data analysis libraries such as Pandas, NumPy, or similar.
- Experience managing large datasets and working with vendor APIs or data feeds
Preferred Qualifications:
- Exposure to machine learning techniques applied to financial datasets.
- Familiarity with distributed computing tools or cloud platforms
- Advanced degree in a quantitative discipline such as Statistics, Computer Science, Applied Math, or Financial Engineering.
