Senior Data Scientist (A)

Tasks

• Develop and operationalize advanced statistical and machine learning models for market abuse detection
• Preprocess and analyze complex financial time series data, including irregular and microstructural datasets
• Implement anomaly detection systems and integrate external event-driven data sources (e.g., macroeconomic releases, news sentiment)
• Collaborate with stakeholders to gather requirements, design solutions, and ensure successful deployment and monitoring of models
• Document methodologies and provide actionable insights to non-technical stakeholders

Requirements

• Completed degree (Master’s or PhD) in Quantitative Finance, Mathematics, Physics, Engineering, or a related field
• Minimum 7 years of professional experience in quantitative roles within top-tier banks, asset managers, or fintech firms
• Expert-level Python skills for data science, including production-grade software design and libraries (pandas, NumPy, scikit-learn, PyTorch/TensorFlow)
• Strong experience with financial time series econometrics and anomaly detection (ARIMA, GARCH, change point detection, LSTM autoencoders)
• Proficiency in SQL (Oracle) and handling large-scale datasets
• Full lifecycle experience in model development, validation, deployment, and monitoring
• Language skills: English (business fluent) and basic German (A1/A2)

Soft Skills

• Excellent communication skills for translating technical findings into business insights
• Strong analytical rigor and ability to challenge assumptions
• Collaborative mindset with confidence in stakeholder engagement