Data Science Associate
Full-time Data Science Associate responsible for applying data mining techniques such as classification and clustering, in R to explore data and develop analysis to support strategies that help move the business forward. Conduct advanced statistical analysis such as Anova Single Factor Analysis, T-test, F-test, Chi-Square test, etc. using Advanced Excel to analyze and determine the significant data relationships. Build complex data sets from multiple data sources, both internally and externally using SQL, Netezza and R. Pre-Process and transform large datasets using Gaussian Filter, Kalman Filter, Band-pass filter and Hilbert Filter. Develop multiple custom data models in R to drive innovative business solutions. Interpret data to identify trends to go across future data sets. Classify and Cluster trading algorithms using Discriminant Function Analysis, SVM and K-Means algorithm. Research new Portfolio Optimization techniques such as Markowitz Portfolio Optimization model, Minimum Variance, Risk Parity, Sharpe Ratio model and best practices within the industry. Develop Monte Carlo methods to analyze instruments, portfolios, and investments by simulating and measuring the uncertainty affecting the model. Develop Machine Learning codes in R utilizing Netezza's parallel computing framework. Implement a walk forward optimization methodology for all of the developed modern portfolio theory models. Implement Machine Learning models to develop algorithmic trading systems. Translate technical business needs into functional and data requirements. QA and Validate Machine Learning models and algorithmic techniques. Product ad-hoc information regarding portfolio characteristics, economic data or individual equity curves on an as needed basis. Extract data related to investment manager instructions, multiple financial indexes, economic factors, and market environments using different APIs and Netezza. Transform data into user-friendly formats and presentations using data analysis tools. Collaborate with cross-functional partners across the business. Collaborate with project teams to implement data modeling solutions. Must have a Master’s degree in Computer Science, Information Technology, Engineering or related field and knowledge of R, MYSQL and Advanced Excel.
Resumes to: Leah Neal, HR Generalist, Capitalogix LLC, 327 Martel Lane, Coppell, TX 75019 or email: [email protected] Background screen required.