Data Scientist - Tier 1 investment Bank, Canary Wharf, London

  • 14 February
  • England - Greater London
  • CDD
Resource Solutions
Data Scientist - tier 1 investment Bank, Canary Wharf, London, 12 month contract.

We are looking for an enthusiastic Data Scientist with a background in Big Data technologies to join the team.

Role Profile:

* You will work as a Data Scientist in the London team and will lead the effort into performing analytics on real-time data to provide critical insights into current market conditions
* You will be responsible for data quality and will design and implement processes to back-populate data and/or increase quality of data as required
* You will drive the ongoing migration of data from traditional RDBMS to a big data cluster
* You will be working closely with colleagues from technology and strat teams to clarify requirements, formulate solutions and drive change.

Required Skills:

* You have excellent analytical and problem solving skills
* You have a background in big data technology, likely in Hadoop, HBASE and/or Apache Spark.
* You have experience in Java or Scala with an understanding of threading and concurrency
* You have strong communication skills and are a team player
* You have knowledge of the Linux operating system and likely a scripting language, possibly Python or Perl

* You may have a background in Equity Derivatives

* You are a motivated and ambitious individual looking for a challenge and have a strong track record of delivery

The Equity Risk System (ERS) group's main focus is a company-wide equity derivative risk and pricing plant (RiskViewer) that is used in all trading centers by traders and risk managers. RiskViewer enables trading decisions and risk management by near real-time calculation of value and risk measures of firm positions.

Within the ERS group, the Derived Market Data team is responsible for managing all structured data inputs into analytic models (e.g. dividends, rates, volatility, and correlations) for real-time pricing and end-of-day risk. This team owns the ERS derived market data platform which is responsible for data calibration using distributed processing technologies (e.g. Hadoop, MapR), storage in referential and distributed databases (Sybase), and real-time data distribution. The team currently consists of 6 members in our London, Budapest, and Frankfurt and offices.