Data Scientist (Financial asset pricing)

Job description
We are looking for data scientist for market data analytics application handling and managing large scale of data both structured and unstructured. This application involves real-time high frequency and time series data including static referenced data. We also apply natural language processing to extract and transform content, and machine learning library to improve quality of the data.

Our group is part of Commodities Analytics and our content is primary commodity derivatives market data. We currently expand to cover equities, indices and rates derivative. The application processes data with ranges of simple mathematics, statistic model up to predefined financial asset pricing model through Web-Service API and other proprietary API on cloud system.

Responsibility

• Analyze market data content (mainly derivative instruments) both structure and unstructured format
• Implement python script to manipulate data structure/format and price the financial instrument using both self-created library and pre-defined library or Refinitiv quantitative pricing service
• Produce minimum level of requirement document
• Provide 3rd level support of application and relevant systems
• Research on new data science library to improve current application efficiency and robustness

Required skills

• New graduate or less than 1 year of experience are most welcome
• Good knowledge in Python programming language
• Strong interest in financial market and financial instrument especially derivatives
• Positive and open mindset, eager to learn new technologies

Preferred skills (not required but with advantage)

• Knowledge in applied statistic such as data/probability distribution, linear/non-linear regression, classification model and others
• Knowledge in derivative instrument pricing
• VBA (Excel Macro), Database programming, R programming
• Knowledge in machine learning and text analytics

As a global business, Refinitiv relies on diversity of culture and thought to deliver on our goals. Therefore we seek hardworking, qualified employees in all our operations around the world-regardless of race, color, sex/gender, including pregnancy, gender identity and expression, national origin, religion, sexual orientation, disability, age, marital status, citizen status, veteran status, or any other protected classification under country or local law. Refinitiv is proud to be an Equal Employment Opportunity/Affirmative Action Employer providing a drug-free workplace.

Refinitiv makes reasonable accommodations for applicants and employees with disabilities. If a reasonable accommodation is needed to participate in the job application or interview process, to perform essential job functions, and/or to receive other benefits and privileges of employment, please contact us to request an accommodation. A full list of our office locations and contact information can be found at: Refinitiv Office Locations .

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