Senior AI/ML Scientist, Officer (Finance)

Who we are looking for:

State Street's Artificial Intelligence and Financial Engineering is a global award-winning team. It has the mission to explore, enable and exploit artificial intelligence, machine learning, natural language processing, image recognition and cognitive computing at scale for countless use cases across Alpha/CRD, Global Services, Global Advisors, Global Markets business lines, and corporate functions. The team is envisioned to have a mixed of intelligence technology, quantitative modeling, data science, financial engineering, and software engineering capabilities. The team has solved operational, and client experience related use cases and is making into investment and risk management related domains such as market movement, sentiment analysis, valuation, investment strategy, fund innovation and so on. This team has engaged the business to explore, prototype, and solution use cases while also building out a portfolio of foundational micro services and products in the State Street's public cloud.

The Senior Data Scientist -Officer will work with other AIFE agile team members through the phases of use-case data exploration and prototyping to the design, implementation and support deployment of the resulting AI services while focusing on scientific implementation and validation of quantitative financial models.

Responsibilities:

• Responsible for low level model and algorithm design, development, and validation by converting financial data and models to mathematical and computer science level design and implementation with consideration of space and time complexity
• Integrate, customize, and train well known model and algorithm in open-source libraries to solve financial market problem and perform validation and bug fixes
• Work with a team of data scientist, machine learning engineer, financial modeler, software engineer, and model validation/QA engineer
• Support IT integration, QA/UAT and deployment of AI micro services, operationalizing and productizing resulting models and AI solutions
• Support production issue pertinent to model and algorithm including the ones used in open-source libraries if any

Qualifications:

• Master degree required (preferably in computer science, mathematical finance, and financial engineering)
• Solid background in mathematics including but not limited to statistics, probability theory, PDE, linear algebra, stochastic calculus, differential equations etc.
• 1+ years of solid modern, object-oriented or functional programming and design experience (Python, C++, SQL)
• 1+ years of experience working as an AI/Data scientist
• Familiar with public cloud development environment like Azure AML or AWS SageMaker
• Familiar with major financial instrument, reference data, market data, investment and risk management concept
• Familiar with traditional machine learning (regression, decision tree etc.) and deep learning neural network(CNN, LSTM etc.)
• Result driven, detail oriented, candid attitude

Experience in any of the following is highly desirable:

• Behavioral, time sequence, and outlier detection modeling experience
• Linux / Bash scripting, structured and unstructured data management tools (Snowflake, PostgreSQL, Hadoop, etc.)
• Continuous integration & development environments and tools (GIT, Maven, Jenkins, etc.)
• Communication skills. The ability to communicate at the right level with all parties involved, including management and business stakeholders

Salary Range:
$75,000 - $120,000 Annual

The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.

Job Application Disclosure:

It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.

State Street's Speak Up Line Salary Minimum: 75000Salary Maximum: 120000