Data ScientistMillennium is looking for an extremely talented Data Scientist to join one of it's equities investment teams in New York/Connecticut. The successful candidate will combine strong technical skills, financial insights and statistical techniques to explore, analyze, and harness a large variety of structured and unstructured datasets, in order to build data-centric solutions which give teams an edge in their investment process. The candidate must possess the communications skills needed to not only explain statistical and technical techniques in clear simple language, but to also listen and understand problems as explained by investment teams in their vernacular.Principal ResponsibilitiesAnalyze, manage, and store vast amounts of datasets from market to alternative data vendorsBack test datasets to assess their correlation to company KPIsWork alongside the Portfolio Manager and Investment Analysts to develop data insights that lead to actionable investment outcomesEvaluate and understand company and industry specific items (debit/credit mix, geographic mix, private label credit cards, calendar shifts) to improve the quality and accuracy of data insightsWork with investment team to develop methods of forecasting data sets to improve the quality and accuracy of data insightsProvide real-time updates to the team as major macroeconomic and microeconomic data is released (Census Retail Sales, CPI, etc.)Mine new alternative datasets to uncover signals and determine valueWrite code to tag, clean, and normalize large unstructured and structured datasetsWork alongside the data sourcing team to identify new potential data products and vendorsDevelop data analysis tooling and libraries alongside the rest of the data science teamConstruct visualization dashboards to present key insightsQualifications/Skills RequiredBS, MS, or PhD degree in Statistics, Computer Science, Applied Mathematics, or related field.At least 2+ years of working experience within financial data scienceAt least 2+ years of programming experience in PythonExcellent communicatorProficient in writing SQL queriesHands on experience with ETL processesExperience in company fundamental financial metrics (e.g. revenue, cash flow, margin, etc.)The estimated base salary for this position is $150,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.#LI-DNI
