Financial Engineering Senior
Posted on Jan 11, 2020 by Request Technology
A prestigious company is on the search for a Financial Engineering Senior.
This role is revolved around developing production systems that involve data science, data engineering and machine learning. This person will help develop high throughput systems to make models, data, and analytics available for business use. This individual needs to have 5+ years of Python experience building production web services. They also need experience with quantitative systems like pandas, NumPy, Scipy and Apache Spark.
- Design, develop and support production systems, which typically contain a models developed by a team of data scientists. Our existing systems are written in Python, however, we choose the right technologies for each system, so candidates need to be able to quickly learn new languages and libraries.
- Design and develop new code, implement automated testing to ensure standard technology development practices are met
- Work side-by-side with data science and machine learning experts to solve their technical challenges, for example:
- Implement new machine learning techniques that are not provided by an existing library
- Optimize code written by data scientists to reduce runtime and memory usage
- Peer review code and automated tests, help team members with design and implementation challenges
- Clearly craft and articulate messages (both written and verbal) to a variety of audiences
- Actively seek opportunities to continuously improve the technical quality and architecture to respond to business needs
- At least 5 years of experience developing in Python or Java
- BS in Computer Science or equivalent experience
- Experience with building production web services
- Experience working with numerical/quantitative systems, eg, pandas, NumPy, SciPy and Apache Spark
- Experience writing automated unit, integration, regression, performance and acceptance tests
- Solid understanding of software design principles
- Familiarity with linear algebra, regression analysis and machine learning techniques
- Experience with cloud computing and storage services
- Experience with C or C++
- Strong quantitative skills (statistics, econometrics)