Data Scientist
New
J
JustMarketsHigh-frequency Trading
Location: EuropeFull-TimeMiddle
Salary not disclosed
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Job Details
- Experience
- 3+ years
- Required Skills
- PythonSQLMachine LearningNumpyPandasscikit-learn
Requirements
- 3+ years of experience as a Data Scientist or Quantitative Researcher.
- Exceptional knowledge of probability theory, statistics, time-series analysis, and financial mathematics.
- Advanced proficiency in Python, including NumPy, Pandas, SciPy, Scikit-learn, and Statsmodels.
- Solid experience with Machine Learning.
- Deep understanding of market microstructure, order book dynamics, risk metrics (VaR, Expected Shortfall), and margin/liquidation mechanisms.
- Strong SQL skills and experience working with large-scale historical tick data and order logs.
- Strong logical thinking, initiative, and well-developed communication skills.
- Degree (MSc or PhD preferred) in a quantitative field such as Mathematics, Physics, Statistics, Quantitative Finance, or Computer Science.
Responsibilities
- Research, design, and prototype behavioral, risk, and toxicity-scoring models for client and partner-flow segmentation.
- Build backtesting and monitoring frameworks to validate models, signals, and hypotheses across data of varying granularity.
- Detect early risk signals, anomalies, and regime shifts in market and client behavior.
- Develop explainable risk signals and labels for the R&D team and long-term client value/risk models.
- Conduct research and hypothesis-testing on client economics, flow quality, and model performance.
- Write clear mathematical and algorithmic specifications for backend engineering teams.
- Monitor production model performance and perform post-incident deep dives to optimize models.
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