Specialist Data Scientist

Responsibilities:

• Assist in the development and optimization of market-making models, focusing on equities and, equity derivatives.
• Conduct back testing and research to improve current models and develop new ones.
• Analyse high-frequency trading data to identify patterns and trends.
• Implement machine learning techniques, particularly LSTMs and convolutional networks, to predict short-term price movements.
• Collaborate with teams to integrate new indicators and models into production environments.
• Work with AWS infrastructure, including S3 buckets and Sage Maker, for data processing and model training.
• Generate and analyse data samples, including time-based and volume-based sampling.
• Ensure the robustness of models by balancing in-sample and out-sample results.

Experience:

• Minimum 5-7 years of experience in data analytics, machine learning, quantitative analysis.

• Proven experience working in complex financial systems and applications (e.g., trading platforms, payment systems, risk management systems).
• Strong understanding of financial products, capital markets, derivatives, and treasury operations.
• Strong understanding of Equities and trading
• Familiarity with cloud technologies and their application within the financial services sector.

• Strong background in machine learning, particularly in time series analysis and neural networks.
• Hands-on experience with coding in Python, and the use of visualization tools
• Must have experience with Machine Learning
• Must have knowledge of Market Microstructure
• Experience with high-frequency trading data and market microstructure.
• Proficiency in Python and familiarity with AWS services, especially Sage Maker.
• Ability to work with large datasets and perform data normalization.
• Knowledge of technical indicators and their application in equity markets.

Skills

• Proficiency in SQL, Python, AWS, and Quick sight
• Experience working with databases for data analysis. 5+ years
• Knowledge of statistical and ML (machine learning) techniques
• Experience with ticketing systems (e.g., Azure Devops (ADO), ServiceNow), change management tools
• 5+ Years of experience within global markets
• Proficiency in machine learning A MUST
• Proficiency in trading algos A MUST

Information :

• Company : NTT Data
• Position : Specialist Data Scientist
• Location : Johannesburg, Gauteng
• Country : ZA