Data Scientist

Job Description

Job Insights: 1. Develop and maintain AI models on time series & financial date for predictive modelling, including data collection, analysis, feature engineering, model development, evaluation, backtesting and monitoring. 2. Identify areas for model improvement through independent research and analysis, and develop recommendations for updates and enhancements. 3. Working with expert colleagues, Quant and business representatives to examine the results and keep models grounded in reality. 4. Documenting each step of the development and informing decision makers by presenting them options and results. 5. Ensure the integrity and security of data. 6. Provide support for production models delivered by the Mumbai team but potentially as well for other models to any of the Asian/EU/US time zones. Qualifications: Bachelors or Masters degree in a numeric subject with understanding of economics and markets (eg.: Economics with a speciality in Econometrics, Finance, Computer Science, Applied Maths, Engineering, Physics) 2. Knowledge of key concepts in Statistics and Mathematics such as Statistical methods for Machine learning, Probability Theory and Linear Algebra. 3. Knowledge of Monte Carlo Simulations, Bayesian modelling & Causal Inference. 4. Experience with Machine Learning & Deep Learning concepts including data representations, neural network architectures, custom loss functions. 5. Proven track record of building AI models on time-series & financial data. 6. Programming skills in Python and knowledge of common numerical and machine-learning packages (like NumPy, scikit-learn, pandas, PyTorch, PyMC, statsmodels). 7. Ability to write clear and concise code in python. 8. Intellectually curious and willing to learn challenging concepts daily.