Eagle Alpha is looking for a Head of Data Science to lead a team of quantitative analyst & data scientists.
The successful candidate will have experience leading a team of quant analysts and/or data scientists and will have a strong commercial focus and understanding of the investment industry. He/she will lead the buildout of a team who will work to develop scalable solutions for alpha & quality testing for large data sets.
This will involve a coordinated approach between the Data Science, Data Insights and Engineering teams. Examples of some modelling techniques used to date: Time Series Econometrics, Dimensionality Reduction (PCA), Mixed-data sampling regression, machine learning techniques.
- Building out and managing a team of 10+ quants and data scientists.
- Working with multiple different date types and datasets.
- Developing scalable solutions in Python and R.
- Deriving signals from large data sets.
- Developing and back testing forecasting models for both equity and macro applications.
- Product development.
- 7+ years of experience as a quantitative analyst, ideally on the buyside.
- Experience in traditional alpha testing and quantitative techniques: i.e. portfolio analysis, financial econometrics etc.
- Experience analyzing large data sets in order to derive signals (alpha testing).
- Extensive experience with Python and R. Matlab also desirable. Experience developing projects in these programming languages.
- Ability to manage projects i.e. review code, set roadmap/deadlines etc.
- Machine learning expertise is also desirable.
- A postgraduate degree preferably in Quantitative Finance/Financial Engineering.
Location: Dublin, Ireland
Compensation: Competitive Salary and Share Options