Job Description

1. Time-Series Forecasting: Design and implement advanced machine learning models (e.g., LSTM, GRU, Transformers, or XGBoost) specifically optimized for non-stationary time-series data and stock price forecasting.

2. End-to-End Pipeline Development: Build and maintain robust data pipelines for ingesting high-frequency market data, alternative data (sentiment, news), and fundamental indicators.

3. Advanced Feature Engineering: Develop sophisticated features including technical indicators (RSI, MACD), volatility measures, and market microstructure signals to improve model alpha.

4. Exploratory Data Analysis (EDA): Conduct deep-dive analysis to identify patterns, seasonalities, and anomalies in historical market data while accounting for "look-ahead" bias.

5. Data Cleaning & Normalization: Handle complex data issues such as missing values, stock splits, dividends, and outliers that frequently corrupt financial datasets.

6. Backtesting Frameworks: Create rigorous backtesting environments to evaluate model performance, ensuring results are statistically significant and account for transaction costs and slippage.

7. Model Validation & Testing: Implement Walk-Forward Optimization and Cross-Validation techniques tailored for temporal data to prevent overfitting.

8. Risk Management Integration: Incorporate risk metrics (Sharpe Ratio, Maximum Drawdown, Value at Risk) into the model evaluation process to ensure capital preservation.

9. Deployment & Monitoring: Deploy models into production environments and set up real-time monitoring to detect "model drift" as market regimes change.

10. Stakeholder Communication: Translate complex algorithmic results into actionable insights for portfolio managers and executives, bridging the gap between data science and finance.

Job Type: Full-time