Data Scientist - Time SeriesConsulting
Senior Forecasting Data Scientist – Banking – London – Time Series
You will be working within the central trading floor and most dynamic areas of the Bank. You’ll apply your expertise in understanding data, statistical methods, machine learning and quantitative optimisation to support the business in continuing to achieve rapid sales growth on a foundation of smooth-running, efficient operations.
This will require understanding how customers interact with the various Forex Trading channels and deep understanding of how their operations fulfill that demand. On this platform you will develop predictive analytics including demand forecasting models and operational optimisation algorithms.
What You Need To Do
- Interpret and investigate unstructured business requests in the light of technical understanding and the available data to formulate data science project briefs with clearly articulated objectives
- Build re-useable mathematical models to promote insight and understanding of the Forex Trading business
- Analysis of large datasets to support understanding of complex business problems and conduct rigorous testing of new forecasting and optimisation algorithms
- Make improvements to demand forecasting (e.g. order volumes, items)
- Conduct simulation studies to investigate better ways of configuring Forex Trading operations in light of inherent forecast error.
- Package project outputs for adoption into operational BAU, and where necessary provide support for operational forecasting using those models considering both issues resolution and interpretation of outputs.
- Working with time-series data and related modelling approaches e.g. HMMs
- Understands the limitations of each machine learning approach and employs a “right tool for the right job” approach, as opposed to a one-size-fits-all view of machine learning/AI
- Comfortable working with semi-structured data, object-oriented programming as well as unit-testing and other software engineering practices.
- A strong quantitative degree (e.g. statistics, mathematics, physics, machine learning, engineering) and postgraduate qualifications desirable
- Excellent analytical skills and statistical understanding including: time series analysis, operational research, predictive modelling, simulations
- Proven experience of analysing data in a corporate environment
- Demonstrated computer programming ability, including fluency in SQL, and SAS, R or Python, with appetite to broaden and gain experience with new tools
- Ability to communicate complex findings to a non-technical audience
- Prior knowledge of Forex Trading, Banking Sales is highly desirable
- You can consider broader business / divisional considerations in to your thinking – being cognisant of “operational reality”
- How you can translate highly technical and analytical insights in to actionable plans
- You have an appetite for listening and engaging with business problems and demands that are often ambiguous, then taking them away to devise realistic technical solutions
- Present and engage with multiple audiences (other technical teams and Operators, for example) with confidence and credibility. You’re able to both explain and engage and win over the hearts and minds of non-technical audiences
- You can appreciate and understand the commercial relevance and significance of model and methodology improvements
- Process large volumes of information, and identify the right priorities in which to invest time and energy in-order to maximise benefits and satisfy stakeholder needs
- Build strong relationships with stakeholders, based on collaboration. Understand their perspectives and agenda
- Demonstrate an understanding of implications outside your immediate remit to allow the Forecasting team to succeed, and focus on the right things
- You’re organised and able to meet fixed deadlines
- Most appropriate way to approach key questions and how to resolve statistical issues
- Accountability for Forecasting outputs, without peer / senior sign-off
Length: 6 – 12 month contracts on offer
Rate: £600 - £850 a day depending on experience
How to Apply: If you want to work with passionate individuals and be part of a business critical team then this is the opportunity for you. Alternatively if you have a friend or colleague that may be suitable please pass on my details. Successful referrals will be rewarded.
Ryan Baker | Ryan.Baker@empiric.com | 0203 747 5765