Senior Financial Data ScientistRole Summary:FNZ is forming a new analytical team to build and maintain financial models which satisfy various business requirements and are based on rigorous modelling approaches. This role will form a key part of this team, requiring the ability to establish an analytical function, working collaboratively with the wider business and various stakeholders to identify and solve business problems.Academic Requirements:A minimum of an undergraduate degree in an analytical discipline such as mathematics/statistics/physics is required. A postgraduate qualification in a related area would be desirable. Evidence of continuing professional development is desirable.Key Skills & Experience Analytics and Modelling:• Exploratory data analysis.• As this role involves building rigorous technical models, there is an expectation of both formal educational training in statistical/modelling concepts, as well as practical model building experience, ideally in an environment where rigorous oversight and challenge of models is expected.• Core statistical methods and modelling techniques such as multiple linear regression & logistic regression, standard hypothesis testing, model based multivariate methods. A knowledge of estimation theory would be preferred (frequentist) and an understanding of the application of Bayesian inference would be desirable.• Experience of computational based inference approaches such as numerical optimisation techniques.• Experience of producing the documentation and evidence required to support builds that will satisfy oversight colleagues who assess FNZ models.• Knowledge of Microsoft Office tools, particularly excel, is required to work with the wider business users who have developed simple models within excel that may require support, or form the basis of your understanding of problems that may be better addressed and developed further in other modelling tools, by your team.Desirable Skills & Experience:• Experience in a financial modelling/investment environment would be desirable.• Although the role is not primarily concerned with user interface design, some knowledge and experience of dashboarding software and tools could be beneficial to aid the wider business with usage of model outputs.• We would expect an interest in modern approaches such as machine learning.• Some experience of the use of analytical tools within a cloud-based platform such as Fabric Programming Skills Required• Practical experience of using analytical software such as Python/R/SQL/SAS, to cleanse and prepare datasets, as well as fitting and assessing models. FNZ currently builds within Python and R.
Job Title
Senior Financial Data Scientist