Financial Data Scientist / Quant Analyst

Company:
Location: Danmark

*** Mention DataYoshi when applying ***

Role

Your job is to write python scripts. The input data is a CSV file with financial time series (a few vectors or matrices) and the output data is a time series (a vector).

Your job is to write the function or set of functions that transform the input vectors to the output timeseries. The index methodology will dictate how these functions should look. Example index methodologies are available on https://vinter.co/portfolio


Requirements

  • You must have experience working with financial time series analysis in python, probably in pandas and numpy.

  • You should be able to communicate results and create graphs using seaborn and matplotlib.

  • It is nice if you know about objection-oriented programming and unit testing.


In addition, you will output graphs and tables to the CEO when back testing new index ideas based on client requests. An example of such analysis can be read at https://drive.google.com/file/d/12IDY_gQ3Oxf22NfYcsPVRTrl-551-P4z/view?usp=sharing


Start date

As soon as possible, no later than Sep 30th.


Interview process

  • Submit application

  • 15-minute video call

  • Receive Case study: read an index methodology and code it up in python

  • Submit case study

  • 45-minute interview

  • Decision


Tech stack

You will work in a team of four python programmers, most are data engineers. You will be the first data scientist. The developer team is using the following tech stack.

  • Monitoring: Grafana

  • Alerting: Grafana, AWS Cloudwatch

  • Cloud: AWS

  • Database systems: Postgresql (main datastore), Redis (caching, data processing)

  • Operating System: Ubuntu 20.04

  • Protocols: HTTP, HTTP/2 WebSocket

  • Platforms (packaged in Docker containers): Python, Django, Lua (for Redis scripting)


Apply

Apply with:

  • CV as a PDF or a LinkedIn URL

  • Github URL or a PDF to a jupyter notebook you wrote within the last 6 months analyzing financial data

  • Grade transcripts as PDF, if you have them. You probably studied math, computer science or some quantitative subject and it’s worthwhile to see which courses you took.


We offer

  • Competitive salary

  • Remote work in part or in full

  • Flexible working hours

  • Flexible vacation

  • Tool agnostic - use your favorite tools to get the job done


Company presentation

Explainer video 2 minutes https://youtu.be/kjEEoLRrb0o

Company intro video 2 minutes https://youtu.be/Ab2ayAAvgws

www.vinter.co

*** Mention DataYoshi when applying ***

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