Roles and Responsibilities
The role of the Data Scientist is to assist in the design, development and testing of algorithmic trading strategies and development of state-of-art transaction cost analysis modules (TCA) for global equities, options, futures and f/x. The work involves working closely with clients (Hedge funds, CTAs, Prop desks) and internal analysts.
Knowledge of time series analysis, statistical inference, machine learning is required. Knowledge of stochastic finance is desirable.
Experience working with big and high-frequency data is desired.
Knowledge of derivatives pricing will be a big plus.
Strong command of spoken and written English. The position involves extensive interaction with teams in London and New York and good communication skills are a prerequisite.
Desired Candidate Profile
Tethys is looking for highly motivated individuals with an outstanding quantitative background. Candidates should ideally have a Master's or Ph.D. degree in a quantitative field. Exposure to statistics and data analysis, probability and stochastic processes, econometrics, financial mathematics, derivatives pricing and optimization theory is highly desirable. The candidates should have a strong facility with computing. They should have worked with mathematical packages like Matlab and R/Splus statistical package. Good knowledge of Python is required. Experience with SQL, C++ and/or C# will be a plus.
The selected candidate will become a member of a diverse and talented team and will work closely with senior management. Our firm works on some of the most innovative and performance-intensive trading technology and analytics today. The company's products and services include advanced trade execution management systems and trading algorithms. Our clients include both buy-side and sell-side global firms active in equities, options, futures and F/X. The firm fosters an exciting and challenging work environment with an emphasis on continuous learning and innovation.
Perks and Benefits
Tethys Culture and Benefits
Due to Covid-19, we are predominantly working from home right now. We are actively interviewing, hiring and on-boarding remotely.
Tethys Culture:
Tethys Employees are comprised of diverse cultural and ethnic backgrounds. The firm fosters a creative atmosphere focused on learning, collaboration and achievement. Although specific roles require specific skills, above all were looking for candidates who share our values:
Intellectual Curiosity getting to the bottom of problems
Quantitative Approach to decision making and problem-solving
Team Player – cooperative mindset
Tethys Benefits
Medical insurance with cover for immediate family
Competitive salary structure to maximize deductible benefits
Flexible work from home with office presence 2+ days a week (Post-Covid)
Regular company recreational activities (office lunches, social events, etc)
Competitive holiday and vacation benefits