Data Scientist

About the Role

Join Coolabah Capital Investments, a rapidly expanding fixed income fund manager, as a full-time Data Scientist based in London. This position involves intensive research and coding focused on fixed income markets, with responsibilities spanning long-term project research and engineering tasks. You'll work closely with the lead data scientist and portfolio managers to apply a variety of data science techniques to asset pricing and portfolio management.

Key Responsibilities

• Implement asset pricing and portfolio management models using R and other programming languages.
• Manage and preprocess large datasets from diverse sources.
• Compare research methods against cutting-edge academic standards.
• Back-test models with appropriate benchmarks and metrics.
• Lead model development and convert research into production-ready systems.
• Create clear and engaging data visualizations.
• Write well-communicated method papers.
• Deliver outputs according to scheduled deadlines.
• Continuously explore enhancements to technical methodologies.

Candidate Profile & Requirements

• Advanced degree in statistics, engineering, science, actuarial science, or related field.
• Experience applying data science techniques in an industry context.
• Strong team collaboration skills.
• Proficiency in statistical modeling and data analysis.
• Competence in data preprocessing and handling large datasets.
• Familiarity with software engineering best practices, particularly in shared codebases.
• Excellent communication abilities, both written and verbal.
• Ability to maintain a high work ethic and willingness to work beyond standard hours.
• No prior financial markets experience is necessary.
• Experience with R tidyverse preferred; alternatively, proficiency in R data.table, Python pandas, SQL or similar with readiness to transition to tidyverse.

Compensation and Benefits

• Competitive salary reflecting market standards.
• Performance-related bonuses with the possibility of equity participation.
• Opportunity for significant responsibility and creative innovation in the role.