Job Description

Responsibilities . Feature engineering on financial market data and market trends . Research on financial market data with purpose of detecting behaviour anomaly and market patterns . Develop risk Responsibilities . Feature engineering on financial market data and market trends . Research on financial market data with purpose of detecting behaviour anomaly and market patterns . Develop risk management system for the exchange by identifying the leading factors of market movements and measuring the impact of market fluctuations . Enhancing data collection procedures to include information that is relevant for building analytic systems . Processing, cleansing, and verifying the integrity of data used for analysis . Building models to address business problem . Presenting information using data visualization techniques . Selecting features, building and optimizing classifiers using machine learning techniques . Extending company's data with third party sources of information when needed . Creating automated anomaly detection systems and constant tracking of its performance Requirements . 5 years and above experience as a Data Scientist or Data Analyst . Large market experience (USA, China, India etc) required . Degree in Computer Science / Statistics / Mathematics / Financial Engineering or other quantitative field is a must . Ability to speak native level Mandarin in order to collaborate with Mandarin speaking colleagues and clients based in Mainland China, who can't speak English . Experience in data mining . Experience in machine learning application in finance market data, preferably in pattern recognition, anomaly detection. Familiarity with unsupervised algorithms . Proficiency in Python/C++/Java/R . Working experience with databases like SQL/ElasticSearch . Exposure to algorithm trading and knowledge of market microstructure is a plus . Familiarity with AWS and Linux is a plus . Good applied statistics skills, such as distributions, statistical testing, regression, etc . Problem Solving aptitude . Ability to meet deadlines and work in a fast-paced environment . Team player who is independent and collaborative