A tier-1 US Bank is building a brand-new rates/FX macro-modelling desk specialising in using Machine Learning technques for Interest Rates and FX pricing.
Play a leading role in shaping the business's next-generation data strategy platform, combining the latest machine learning techniques with large data-sets.
Hold key influence in the development of the data science platform to impact trading revenues.
An advanced degree (Masters or PhD) in a quantitative subject such as Data Science, Mathematics, Physics or Statistics.
Previous expertise within in a quantitative finance role that involves research on large data sets in a trading context.
Excellent Python/KDB skills applied within the library of a front office team.
Please apply by sending your CV directly to email@example.com