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3 Apr 2015

Full-Time Commodities and Financial Markets – Data Scientist/Machine Learning

Macquarie Bank – Posted by Stephen Keith New York, New York, United States

Job Description

Commodities and Financial Markets (CFM) operates across global physical and financial commodity markets, and primary and secondary financial markets, providing finance, risk solutions and market access to producers and consumers as well as financial institutions and investors.

The Alternative Credit Strategies (ACS) team within CFM engages in principal trading, whole loan investment/securitization, and venture capital activities.

We are looking for a specialist data scientist to help grow the ACS business. This is a front office role based in the New York Quant team.

The responsibility of the role is to apply predictive models that drive trading profitability, and that help identify new areas of profitable business activity.

The candidate will work with the business to;

  • identify and collect relevant market and economic data;
  • identify and apply appropriate models for analysis, for example, from statistical or machine learning;
  • interpret and communicate results with a proper understanding of model error; and
  • automate decision making processes.

The candidate will be expected to clean, maintain and manipulate large sets of data, and apply algorithms using industry best-practice distributed technology.

We want someone creative and independent, who can engage closely with the rest of the team. They will be expected to pursue, promote and implement ideas that lead to successful business outcomes.

We are seeking a candidate with 5 years commercial experience in data science, with significant experience in:

  • Predictive modelling (classification, re-sampling, regularization, CART, support vector machines, unsupervised learning, etc),
  • Working with large data sets and distributed computing, and
  • Development in Python and R – or a related language.

A PhD in statistical or machine learning or a related field will be highly regarded.

This is an outstanding opportunity, closely aligned with revenue generation.

Find out more about Macquarie at

[FOR US ROLES ONLYAll qualified applicants will receive consideration for employment and will not be discriminated against on the basis of race, color, religion, sex, sexual orientation, national origin, age, disability, or protected veteran status.  Macquarie takes affirmative action in support of its policy to hire and advance in employment individuals who are minorities, women, protected veterans, and individuals with disabilities.]

How to Apply  

Job Categories: Data Scientist / Statistician. Job Types: Full-Time. Job Tags: Banking, data-science, machine learning, Statistical Learning, and trading.

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