Title:
eFX Data Scientist, AVP

Job Role:
Quantitative Analysis, Global Markets Sales & Trading, Boston

JOB DESCRIPTION

Purpose of Role:
To enhance the bank’s real-time Electronic FX market making trading system, improving quality and distinctiveness of price generation and risk management.

Major Responsibilities:

• Analyze proprietary order flow data to find patterns in client behavior, using results to improve client pricing and optimize risk management.
• Analyze large, high frequency time series data sets and develop short term price forecasting models.
• Using public and proprietary data, identify new opportunities to increase trading volume and generate new business.
• Justify models/algorithms through appropriate out-of-sample backtesting periods and cross-validation techniques. Evaluate performance in practice and provide further improvements as needed.
• Develop research all the way from prototype to production.

Specific Qualifications/ Experience:

• Masters and/or PhD in Data Analytics, Machine Learning, Statistics or related field
• Knowledge of big data lake structures, algorithms and techniques including classification, clustering, and regression.
• Experience implementing data analytics techniques within an academic research setting and/or real business problems.

Level of Education:

• Masters and/or PHD

Skills – interpersonal, numerical, problem-solving, analytical, etc

• Object oriented programming skills: Java or C++.
• Proficiency in statistical packages such as Matlab, Python or R.
• Solid statistical foundations
• Familiar with Hadoop frameworks.

Disposition – motivation, team skills, ability to work under pressure, etc

• Pragmatic mindset – research should be targeted at solving business problems and improving profitability.
• Good communication skills are required to interact with management, traders, salespeople, developers and clients.
• Self-motivated and with ability to work with minimal supervision.

The complete job listing can be found here.

—
Interested individuals should send their resume directly to:

Toby J. Wade
State Street Global Markets
twade at statestreet dot com
+ 1 617 664-4150

The University of Michigan Program in Biomedical Sciences (PIBS) invites you to explore your choice in science through our Preview Visitation this October 2-3, 2014. 

Preview includes:

• an all-expense-paid visit for selected participants (and their advisors)
• activities and workshops on applying and attending graduate school at U-M
• one-on-one and group interactions with faculty from 14 PhD programs
• networking with current graduate students and peers from across the country
• tour of campus, facilities and the city of Ann Arbor

Find more details on our event flyer and apply online.  Rolling acceptances will begin on thepriority deadline of Friday, 8/15.  All application materials are due by the final deadline of Monday, 9/1.

Note: Competitive applicants will possess extensive research experience, two letters of recommendation, plans to pursue a PhD (particularly starting fall 2015) and a background that contributes to diversity in the biomedical sciences at Michigan.  Students from underrepresented racial and ethnic groups, low-income family backgrounds, first-generation U.S. citizens, and first-generation college students are especially encouraged to apply. Students must be U.S. Citizens or Permanent Residents to be eligible.

CSEE professor Nilanjan Banerjee was interviewed at the Microsoft Faculty Summit on UMBC research that is developing sensors that can be sewn into textiles such as clothing or bedding and used control devices though gestures. Professor Banerjee is working with colleagues Ryan Robucci, Chintan Patel and Sandy McCombe-Waller (UMB) and students to prototype the hardware sensors and software components that can be part of an Internet of Things environment.

With support from Microsoft, their experimental systems are using Microsoft’s Lab of Things platform for research on connected devices in homes and other spaces. One of the use cases driving the research is helping people with limited mobility lead more independent lives by enabling them to control the environment. Buz Chmielewski, who became a quadriplegic after a surfing accident, is helping the team test and refine the system and its usability.

By voice vote, the US House of Representatives passed HR 5031, the STEM Education Act of 2014, to define STEM education to include computer science, and to support existing STEM education programs at the National Science Foundation.

Be it enacted by the Senate and House of Representatives of the United States of America in Congress assembled, … For purposes of carrying out STEM education activities at the National Science Foundation, the Department of Energy, the National Aeronautics and Space Administration, the National Oceanic and Atmospheric Administration, the National Institute of Standards and Technology, and the Environmental Protection Agency, the term “STEM education” means education in the subjects of science, technology, engineering, and mathematics, including other academic subjects that build on these disciplines such as computer science.

UMBC was cited as a university with one of the “Top 15 Affordable Computer Science Degree Programs“. The program came in as number ten based on five key points of comparison extracted from several data sources.

“We’ve identified five key points of comparison that will enable prospective students to see differences and similarities between what are the top schools, and what are the accessible, affordable, but still high quality options. The five data points are Acceptance Rate, Graduation Rate, Recognition, Tuition, and Return on Investment. The schools are listed in order of least to greatest return on investment, because this will allow students to see what they can expect in terms of the economic value of their education. For information about sources, see the note at the end of this article.”

UMBC offers a broad range of strong undergraduate and graduate degree programs in the computing disciplines including computer science, computer engineering, cybersecurity, electrical engineering, information systems, human-centered computing, healthcare information systems, and bioinformatics. These programs currently have more than 3,000 students enrolled. Together, they give rise to an intellectually rich and diverse community of faculty, staff and students supported by a world-class computing infrastructure.

Northpoint is a free online fundraising tool that helps schools, teams, and organizations
raise money and awareness with apparel and promotional products. Founded in 2010, NP is undergoing a
significant revamp, integrating several new online user interface (UI) tools that will increase efficiency and
participation. Northpoint is seeking additional team members to support development of integral parts of the
website and mobile applications. Northpoint’s existing team currently consists of a web developer, web
designer, and project manager. Most of the Northpoint team members live in different areas of the country,
and for that reason, most correspondence is conducted through phone, email, and video conference.

The chosen web developer(s) should be self-sufficient and have experience with:

• Web-based CMS (Content Management System) (i.e. Joomla)
• PHP
• JQuery
• Ajax
• Databases
• PHP Sessions
• MVC – Model-View-Controller style programming
• CSS

As a growing company, development responsibilities may vary or change, but this is a part-time position. The
chosen web developer should be flexible, able to allot time the necessary amount to this effort, and produce
high-quality work. The development responsibilities will be discussed in more depth after initial
correspondence.

Due to high expectations of the position, integral involvement in the growth of the company, and necessary
commitment to the company’s success, compensation will be in the form of equity (i.e. ownership) and/or
royalties of Northpoint Fundraising, LLC. Terms and conditions shall be discussed and agreed upon prior to
beginning any work.

If you are interested in this opportunity or have questions, I encourage you to contact me at
Sorry, you need javascript to view this email address. as soon as possible. Please include a statement of qualifications/résumé (not
required), and a reference to any applicable websites or projects that would support qualification for this
position (not required, but may be requested).

* * * * * * * * * * * * * *  

The deadline to submit your application of interest is Friday, July 25th.