A leading Global Financial Institution is seeking to employ a Senior Data Scientist based in Cambridge.
Hours 35 per week/permanent.
Competitive salary offered.
The Market Conduct team is involved in design, implementation and performance monitoring of predictive analytics tools and is based within Group Risk Analytics, Regulatory Compliance (GRA RC) function. The Senior Data Scientist will be responsible for supporting various analytical and highly quantitative projects within GRA RC function. The analytics team is involved in providing best-in-class Analytics solutions to the Regulatory Compliance (RC) function across lines of businesses and geographies. The team caters to both strategy and operations aspect of managing regulatory compliance through a combination of the following activities. They will enable the firm to monitor their transaction activity and generate automated alerts for activities that may be unusual and non-compliant with regulatory requirements and internal standards. They will also involve in designing, deploying, monitoring and maintaining models in various scenarios for various market conduct surveillance activities.
The Senior Data Scientist will also be responsible for supporting RC teams globally with analytical solutions for increased efficiency and operational effectiveness through models, scorecards and data attestation frameworks. They will define Compliance Metrics and Design / Deploy predictive MI dashboards to provide insight into system / process performance. They would support firm-wide Model Risk Governance framework and support proof-of-concept (PoC) and proof-of-value (PoV) evaluations. The will play a key role in the development of model and data attestation frameworks, bespoke solutions and tools to enhance the effectiveness and efficiency of surveillance within Regulatory Compliance and execute the assigned projects/ analysis as per the agreed timelines and with accuracy and quality. They will complete analysis as required and document results and formally present findings to management
The Senior Data Scientist will be required to participate in projects leading to solutions using various analytic techniques for the Market Conduct predictive analytics activities through involvement in any or all of the activities mentioned henceforth. Design of predictive analytics strategies and models, their prototyping and implementation; Feature engineering, Exploratory Data analysis, Data Quality Analysis, Segmentation, Time series analysis, Threshold Setting and Tuning for Surveillance Monitoring; Structured and unstructured data mining using Big Data Analytics platforms; Develop dashboard using visualization tools such as Tableau; Supervised and unsupervised learning algorithms for Trend Analysis, text mining, sentiment analysis, network analysis, correlation engine, behavioural analytics, image analysis, product recommendation, optimisation system; Data Implementation Checks and Data Quality Assurance.
The successful candidate will be a graduate and will have the following attributes:
- Post Graduate qualifications (quantitative MSc / PhD) in Statistics, Applied Mathematics, Econometrics, Electronic Engineering or any other relevant quantitative discipline;
- Substantial experience in relevant Analytics field. Knowledge and understanding of financial services preferred and market conduct landscape is preferred;
- Knowledge of statistical and numerical techniques, data manipulation, feature engineering, linear and non-linear regressions, predictive modelling, machine learning (NN, CNN, SVM, Random Forest, Naïve Bayes, KNN, K-means and other Gradient Boosting algos);
- Strong experience in any of the following: Matlab, Python, R with relevant ML libraries;
- Strong knowledge of Big Data stack such as Hadoop or Hortonworks, NoSQL (Elastic, MongoDB, HBase, Cassandra), Data ingestion tools (Flume, Kafka, Sqoop, Storm)
- Experience with Tableau and Qlikview visualization software;
- Project based business knowledge, and awareness of model risk governance;
- Creative and analytical thought process and aptitude for problem solving;
Closing dates for applications 29th August 2019