Work with the brightest minds at one of the largest financial institutions in the world. This is long-term contract opportunity that includes a competitive benefit package!
Our client has been around for over 150 years and is continuously innovating in today's digital age. If you want to work for a company that is not only a household name, but also truly cares about satisfying customers' financial needs and helping people succeed financially, apply today.
Position: Data Modeler
Location: New York, NY 10001
Term: 6 months
- Analyze Market Data used in end of day pricing and VaR
- Identify and report data quality issues
- Use python to extract large amount of market data
- Manipulate and transform data in SQL server
- Write python scripts to analyze/transform/plot large amount of data* Statistical analysis of time series data
- Interact with Asset class specific subject matter experts to understand their use cases and implement models to identify data quality issues
- Leads the most complex enterprise-wide data management programs and may act as the operational domain manager overseeing execution of initiatives pertaining to data quality, meta data and/or data governance.
- Leads analysis on highly complex multi domain remediation efforts.
- Serves as single point of contact on high priority issues.
- Drives solution design and execution of multipronged remediation efforts that span across platforms, subject areas, and lines of business to address enterprise data needs.
- Establishes communication routines with senior stakeholders and business partners.
Is this a good fit? (Requirements):
- 5 years of experience working with financial market data and time series, advanced degree in a quantitative discipline
- Strong programming skill in Python to extract, manipulate and analyze large amount of data
- 3+ years of experience in Predictive modeling, Machine Learning and Data visualization
- Highly proficient in SQL
- Prior knowledge of statistical and analytical skills used in identifying data quality issues like outliers, stale data, gaps would be preferable
- Experience working with large amount of market data from diverse sources; prior knowledge in interest rates/FX preferred
- Excellent oral/written communication skills