Location: Rockville, MD
Long Term Contract
In Person Final Interview
US Citizens / Green Card / Other Work Authorizations
Some Travel Required
Focus: Python and R Programming, Machine Learning Experience
- Strategic design of complex multi-market and multi-products predictive analytics and/or advanced data abstraction models for the equity, options, and fixed income securities, as well as performing ad hoc market analysis in support of Market Regulation Department surveillance patterns programs
- Strategic design of classification, regression, similarity matching, clustering, etc., predictive models for detecting market manipulation and market conduct rule violations across facilities operated under FINRA and SRO markets with which FINRA entered into RSAs
- Working with large volumes of data to identify patterns or markers of potentially volatile market activities, as well as detecting and understanding trends in the market place.
- Strategic design of quantitative multi-market and multi-products predictive models for detecting market manipulation and market conduct rule violations leveraging large volumes of equity and options data
- Significantly contribute to design of the market data abstraction layer which is designed to provide uniformed, pre-linked, and pre-analyzed view of the market data for Market Regulation Department’s surveillance patterns and analytical tools
- Contribute to the evolution of the MRDs’ surveillance program responsive to market trends and developments
- Provide efficient quantitative support for market studies, examinations, and ongoing investigations
- Assist in performing regulatory impact assessments of the industry’s, FINRA’s, and RSA clients’ initiatives on the MRD’s Cross-Market and SRO-specific equity, options, and examination programs
- Adapt MRD’s surveillance and examination program to new rules and initiatives.
- Support management and others to inform internal and external constituents on overall program vision, strategy, operations, processes, and implementation status
- Engage team members and management to identify issues and problems and to devise solutions. Includes working with other groups to develop risk scores, profiles, peer comparisons, financial performance, exposures against limits, and other risk analyses
- Support the comprehensive and successful execution of the team’s programs in an efficient and effective manner
- Lead and participate in ad hoc special projects and national initiatives, as requested.
- Ensure all assigned activities are completed according to prescribed policies and standard
- Coordinate and provide status reports of assigned tasks or project
- Maintain current knowledge of applicable business activities
- Fulfill administrative reporting tasks.
- Masters Degree with 5+ years as a Data Scientist
- Knowledge of Data Mining & Machine Learning algorithms, R, SQL for data appliances (Netezza, Pivotal Greenplum), and HiveQL.