Hedge Fund Data Scientist

Nommerus Hedge Funds has been managing an AI-based hedge fund in the Israeli market for 4 years and is now expanding into additional markets such as the US Equity Market.

Our hedge fund venture seeks an experienced Data Scientist proficient in machine, learning, Time series and deep learning models in the Financial domain.

This position is initially for equity until first investment is raised.

This is an opportunity to join a company at the front end of financial technologies in its early development stage.

Responsibilities

• Lead the Data Science research and AI strategy in the company
• Take ownership of the current models and pipeline
• Take ownership of all the current Data in the company and suggest improvements in managing and collecting updated and new data as needed
• Create a solid combination of models proven by backtesting to achieve the funds goals
• Initiate improvements and create new models to improve the yields of the fund while reducing risk
• Work with our lead Full Stack developer and CEO to create state of the art technologies to support the company’s mission

Qualifications

• At least 3 years of hands on Data Science experience in the financial sector with a proven performance record
• B. Sc. degree in finance / mathematics / economics
• Passion for solving complex problems
• Creative thinker
• Experience with Time Series data and models
• Experience with Tabular Data and suitable models using XGBoost and similar models
• Experience with hyperparameter tuning
• Experience with deep learning models and frameworks such as Keras 
• Great coding skills in python, ability to write clean, clear and production ready code
• Experience in owning a complex AI pipeline end to end
• Ability to work independently when needed with limited resources
• Background knowledge in the equities market and knowledge of technical and fundamental analysis an advantage
• Knowledge in monte carlo simulations and modeling volatility an advantage
• Experience in working in a Fintech startup environment is an advantage