Data Scientist SPGThe Securitized Products Technology Group (SPG) is responsible for all aspects of the company's core applications that help traders manage positions and trades, calculate P&L, assess bond valuations, and calculate risk. This group is responsible for a set of credit analysis tools that help identify trading opportunities, and we are building a team of NLP/Client professionals to build a platform of tools to enable trading/sales in revenue generation. The successful candidate will perform groundbreaking work in Natural Language Processing and Machine Learning methods, and will tailor them to front-office applications involving credit analysis, trading strategies, pricing models, and more.
Projects may involve applying NER and sentiment analysis techniques to analyze corporate financial documents and news articles; or using state-of-the-art parsing methods to extract bond covenant information, and then using a training model to derive bond behavior under stressed scenarios. The ideal candidate for this would possess a combination of research and professional experience in the fields related to Natural Language Processing and Machine Learning. The person should be on the forefront of NLP/Client technologies, and be able to translate theory to projects that are deliverable on the commercial scale.