CTC is looking for a Data Scientist to advance research, grow trading, and expand strategies in the systematic vol trading space by working with large and varied datasets, optimizing trading strategies, and improving data quality and accessibility.
Requirements
- Expertise in writing robust production code in Python for data tasks with proficiency in object-oriented design and emphasis on testing and monitoring.
- Experience in wrangling and manipulating large-scale data efficiently with pandas or numpy, and adept at addressing data issues.
- Experience with data ETL processes and writing SQL queries is a big plus.
- Familiarity with job scheduling tools like Airflow is advantageous.
- Knowledge of Linux is a plus.
- Strong knowledge of financial market data.
- Knowledge of options trading data is a big plus.
Responsibilities
- Perform exploratory, detailed, and statistical data analysis to provide insights and quality checks into the datasets.
- Build data pipelines, design validation metrics, and own the correctness and maintenance of the datasets.
- Develop derived datasets with relevant metrics and integrate datasets for downstream applications such as alpha generation, backtests, and production trading systems.
- Engage with quant researchers in trading desks and engineers in central data teams to understand the characteristics of the datasets.
- Contribute to the improvement and innovation of trading strategies by providing critical data insights.
- Ensure that data handling processes are flawless and strictly follow industry standard methodology.
- Successfully implement solutions that improve data quality and accessibility for the entire organization.
Other
- 5 - 7 years of financial industry experience.
- A proven commercial approach and enthusiasm for collaborating directly with quants and risk managers.
- Outstanding oral and written communication skills and a great teammate.
- Most teams at CTC, with the exception of Trading, follow a hybrid workplace model, subject to change based on business need.
