VP - Machine Learning Expert, Global Markets

  • Competitive for Vice President
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Locke Careers
  • 19 sept. 17 2017-09-19

Our client, a global banking organization, is hiring a Machine Learning expert for its US Global Markets division (securities trading). The ideal candidate has completed advanced academic studies in Computer Science (PhD preferred, while dedicated Machine Learning / AI research is strongly preferred) and a few years of working experience as a Data Scientist or Machine Learning researcher. More broadly, the candidate should have a passion for machine learning / AI methods to solve problems / create new products and a strong interest in financial markets. This permanent position is located in New York, NY.

Business Overview

Part of Corporate and Institutional Banking (CIB), the Global Markets (GM) division deals with all Capital Market trading activities: they offer millions of different products to our clients across the world on various asset classes like Equity, Foreign Exchange, Interest Rates, Credit or Commodities. Those products include simple cash instruments, as well as complex structured products in line with the specific investment needs of a client. The Bank is a Market Maker which buys or sells those products at a price which needs to react quickly to any market conditions and sentiment change. The Bank's goal is to offer the best-in class service to clients while managing the risk associated to those products.

The role of the Bank's Data Science Lab is to use the latest techniques of Machine Learning, Artificial Intelligence or Natural Language Processing to help Global Markets do a better job. Example outcomes include:

  • Better understanding the needs of our clients to provide accurate recommendations 
  • Helping Sales to intelligently prioritize their outreach or to improve their hit rate by providing more relevant information to clients 
  • Better anticipate market movements to help trading offering a better service or 
  • finally working with Economists and Strategists to analyze better what drive the economy or a particular asset.

The team leverage the gigabytes of data which are accumulated every day, under both structured and unstructured formats, including market data, but also client chats, voice conversations, the news, Tweets mentioning corporate clients, as well as satellite imagery.

Responsibilities 

  • Tackle vast amounts of data and solve problems or create solutions associated with it. This includes gathering the data, understanding it, cleaning it, normalizing it and finally extracting what will be relevant to the problem in a usable format.
  • Drive delivery of robust applications which can be quickly implemented in a production environment and utilized daily by employees, globally.
  • Build models, but innovate using new methods in your solutions without fear of failure. Build small first, then scale. 

Minimum required qualifications

  • 3 years + of data-science experience in industrial or academic (post-doc) environment
  • PhD in a hard science solid bases in mathematics/statistics, computer science, and relevant applications to the role's responsibilities
  • Proven track record of delivery of projects using data mining, data visualization and machine learning techniques
  • Programming languages such as Python, Scala, and R, visualization tools such as Tableau
  • Clear and deep understanding of underlying theory behind neural networks and other AI methods and ability to identify and compute relevant features 

Preferred qualifications 

  • Interest or experience with capital markets
  • Fintech knowledge
  • Knowledge of Databases (Oracle, SQL, MangoDB)
  • Experience with Big Data environment (Hadoop, Spark)