Senior Quantitative Analyst Data Scientist 🔥
- Automate the company's backtesting infrastructure and develop our capabilities to visualize backtesting results.
- Conduct the periodic rebalancing process of indexes and/or the associated implementation of any changes, in accordance with their review schedule.
- Develop automated eligibility checks of crypto assets for inclusion in Vinter indexes, such as liquidity and free float.
- Conduct data analysis on the results of index calculations to ensure accuracy and quality.
- Escalate any issues/concerns to the line manager and report exceptions in a timely manner.
- Timely investigation and resolution of any client query relevant to your role and areas of expertise.
- Highlight and recommend process improvements to your line manager that will improve the levels of quality, productivity & client service.
- Using all available data sources including data vendors, crypto exchanges, public blockchains, and regulatory filings.
- Actively contribute to the training and onboarding of new team members.
- 5+ years of experience in developing and implementing financial or statistical models in a production environment.
- Bachelor’s degree.
- Understanding of investment management and portfolio construction across asset classes.
- Knowledge of performance measurement and portfolio analysis concepts.
- Experience in automating analytical processes in a structured manner.
- A proven track record for achievement in delivering a high-quality service.
- Proficiency in Python, numerical algorithm development, and database management.
- MS or MBA in Computer Science, finance, financial engineering, economics, statistics, or other quantitative fields.
- Experience from working at a market data provider or index provider.