JMN Investments Research - Data Scientist

Job Description:

- Develop a model to back test and evaluate investment strategies and data vendors

- Search and test alternative data/signal research for alpha extraction

- Cleanse, manipulate and analyze large datasets with the intent to solve difficult, non-routine analysis problems, applying advanced analytical methods as needed.

- Develop multivariate optimization model (using statistical techniques) to maximize alpha / reduce volatility

- Develop code to automate processes and end-of-day and month end reports/presentations and ad hoc business requirements. Identify potential areas for automation and carry out continuous improvements to the workflow.

- Take ownership of coding quality, test cases and design patterns.

Qualifications and Skills:

- Bachelor's or Master's degree in Statistics or Financial Economics will be preferred. Candidates with Bachelor's or Master's in computer science/mathematics will also be considered. Basic understanding of equity markets, CFA or equivalent certifications is appreciated but not mandatory.

- Strong coding skills in Python including the data science stack - pandas, numpy, sklearn or R Studio and an understanding of databases. Basic excel functionality required.

- Industry experience in python-based Data Science Roles will be an added advantage.

- Solid data-mining and analysis skills, including experience dealing with a large amount of data.

- Result oriented, hardworking, self - motivated, high level of integrity, sense of urgency, extreme attention to detail and quality standards.

- Strong communication skills and the ability to work in a team.

About the company :

JMN Investments Research is a leading offshore financial research firm that offers sell-side equity and fixed-income research services to divisions of investment banks, insurance companies, fund managers and consulting firms in US and Europe.

- The position is based in Chennai, India and would entail working from office.