The vice president of quantitative modeling will lead one of our Cognitive agile sub-teams by through the phases of use-case data exploration, model specification, design, implementation, validation, and support integration and deployment of the resulting Cognitive services into production.

Responsibilities:

• Become Subject Matter Expert in mathematics, financial model development and validation
• Lead a team of quantitative engineers, machine learning engineers, and software engineers
• Lead and mentor junior team members in data collection, preprocessing, feature engineering, modeling, validation and analysis
• Engage with users and analysts to explore and prototype opportunities and use-cases exploring data and the application of cognitive and machine learning technologies
• Build automated data collection and preprocessing pipelines
• Build models to address business problems and perform model validation
• Support IT integration, QA/UAT and deployment of Cognitive micro services, operationalizing and productizing resulting models and cognitive solutions

Qualifications:

• Master degree required (preferably in computer science, mathematical finance, financial engineering), PhD preferred
• Solid background in mathematics in general including but not limited to statistics, probability theory, PDE, linear algebra, stochastic calculus, differential equations etc.
• Strong background in modeling financial problems at factor, instrument, and portfolio level
• 5+ years of working experience in buy side firms and pose good understanding of asset types, reference data, market data, and some pricing models
• 5+ years of modern, object-oriented or functional programming experience, (C++, Python, Java, SQL, R)
• Proven experience as a Financial Modeler, Data Scientist or Machine Learning engineer

Experience in any of the following is highly desirable:

• Leading a financial modeling and validation team
• Data Science and Machine Learning Frameworks (TensorFlow, Scikit-learn, Apache Spark / MLlib, “R”, etc…)
• Linux / Bash scripting, Relational databases (Oracle, PostgreSQL, MySQL, etc.)
• Agile development methodology
• Continuous Integration/Continuous Development environments and tools (GIT, Maven, Jenkins, etc.)
• Strong analytical skills. Previous experience or education focused on statistics or data science is valuable.
• Communication skills. The ability to communicate at the right level with all parties involved, including management and business stakeholders

上班地址：天堂软件园