Data Scientist – Modeling

Role Overview

Design, implement, and productionize predictive features from high-frequency high-volume intraday datasets. Sit at the intersection of modeling, data science, and finance, requiring domain understanding of the underlying data.

What You Will Do

Design and implement features from intraday options feeds, microstructure, and order book. Produce frequently updating features for spot trading based on data from these markets. Collaborate with modelers on the team to evaluate predictiveness and integrate features into production models.

Why It Might Be a Fit

Good understanding and intuitions about intraday options markets data. Experience building LLM-based featurization pipelines, including iterative improvement, automated testing, and productionization.

Requirements

• Good understanding and intuitions about intraday options markets data
• Experience building LLM-based featurization pipelines
• Experience with time-series data, financial datasets, or quantitative research
• Ability to work independently on ambiguous research problems while delivering production-quality output
• Experience working with high frequency trading platforms and infrastructure
• Strong communication skills

Benefits

• Fully paid medical and dental insurance premiums for employees and dependents
• Competitive 401k match
• Employer-paid life & disability insurance
• Onsite gyms with laundry service
• Wellness activities
• Casual dress
• Snacks
• Game rooms
• Tuition reimbursement
• Conference and training sponsorship
• Generous vacation and unlimited sick days
• Competitive paid caregiver leaves