Data Scientist - Commodities
at Qube
Posted 19 hours ago
No clicks
- Compensation
- Not specified
- City
- Houston
- Country
- United States
Currency: Not specified
Join Q-Tx LLC in Houston as a Data Scientist on the Data Search & Analytics team, working between Research, Trading desks and Engineering to ensure effective use of data across the firm. You will design and implement data pipelines, onboard and transform traditional and alternative datasets, and prototype extraction, cleaning and aggregation code to produce high-value datasets for investment decisions. The role requires collaborating with traders, researchers, engineers and vendors, innovating data extraction methods, and managing end-to-end dataset onboarding in a high-performance trading environment.
Q-Tx LLC, based in Houston, Texas, is an independent commodities trading business, leveraging our passion for data, research, technology and trading expertise to deliver consistent and high-quality returns for our investors.
Q-Tx is affiliated with Qube Research and Technologies, a global quantitative and systematic investment manager.
We are looking for an exceptional Data Scientist to join the Data Search & Analytics team. In this role, you will work between the Research and Trading desks, and the Engineering team to ensure the successful leveraging of data at the firm.
Your future role within QRT
This team is integral to the firm’s success. As such, your responsibilities will include:
- Collaborating with the trading desk to design and implement their data pipelines
- Collaborating with data engineers to onboard relevant datasets for the desk within Q-Tx
- Implementing data transformations to produce high added-value datasets used for investment decisions
- Prototyping and designing code to extract, clean, and aggregate data from a wide range of raw sources and formats
- Managing the end-to-end process of onboarding new datasets
- Proactively solving data related problems to minimise time to production
- Innovating and experimenting with novel data extraction methods to enhance the firm’s data onboarding toolkit
Your present skillset
- 3+ years of experience as a Data Scientist (or similar position); experience in a buy-side quantitative finance role is advantageous
- Postgraduate degree in a quantitative discipline such as Mathematics, Physics or Engineering.
- Advanced programming experience in Python, including proficiency with data handling libraries such as Pandas and NumPy
- Demonstrable interest in financial markets and the application of data in its analysis and understanding
- Experience working with both traditional and alternative financial datasets
- Excellent communication skills, with the ability to effectively collaborate with all stakeholders, including researchers, traders, engineers, management, and external vendors
- Ability to work in a high-performance, high-velocity environment
