Edward Daniels Group
Data Scientist - Leading Quant Hedge Fund
Edward Daniels Group, New York, New York, us, 10261
Are you a Data Scientist that is interested in working with one of the world's leading Quantitative Hedge Funds?
Are you a Data Scientist that would enjoy working with cutting-edge financial and engineering teams and expanding their data science and machine learning capabilities?This
New York City based leading Quantitative Hedge Fund
seeks a talented Data Scientist who will work closely with the finance, operations, and other investment teams across the firm.As the Data Scientist, you will:Manage large amounts of complex data in R or Python and run quantitative queries.Identify timely and unique data sets, diving deep into a diverse set of data domains as well as visualizing and exploring underlying data drivers.Build statistical analysis and financial modeling techniques for large data sets.What you need:
Master's or PhD degree from a competitive university in a quantitative field such as statistics, mathematics, operational research, computer science, finance, or economics.Quantitative and developer experience (Python and/or object-oriented programming).Prior experience working or interning at a financial firm or leading technology firm (Google, Facebook, Amazon, etc.) is helpful.Proficiency with statistical and data analysis and programming tools such as R, SAS, Stata, SQL, or Matlab.What you get:
• Work with one of the leading Quantitative Hedge Funds.• Work in a non-typical hedge fund environment. Very collaborative and casual work environment compared to most Wall St. firms.• Incredible work perks (too many to name!).
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Are you a Data Scientist that would enjoy working with cutting-edge financial and engineering teams and expanding their data science and machine learning capabilities?This
New York City based leading Quantitative Hedge Fund
seeks a talented Data Scientist who will work closely with the finance, operations, and other investment teams across the firm.As the Data Scientist, you will:Manage large amounts of complex data in R or Python and run quantitative queries.Identify timely and unique data sets, diving deep into a diverse set of data domains as well as visualizing and exploring underlying data drivers.Build statistical analysis and financial modeling techniques for large data sets.What you need:
Master's or PhD degree from a competitive university in a quantitative field such as statistics, mathematics, operational research, computer science, finance, or economics.Quantitative and developer experience (Python and/or object-oriented programming).Prior experience working or interning at a financial firm or leading technology firm (Google, Facebook, Amazon, etc.) is helpful.Proficiency with statistical and data analysis and programming tools such as R, SAS, Stata, SQL, or Matlab.What you get:
• Work with one of the leading Quantitative Hedge Funds.• Work in a non-typical hedge fund environment. Very collaborative and casual work environment compared to most Wall St. firms.• Incredible work perks (too many to name!).
#J-18808-Ljbffr