Data Scientist - Healthcare Investment Team
New York, NY

Job Description

What you'll do

The Data Scientist will drive innovation by using alternative data sources in creative ways to enhance the performance of our Long/Short Healthcare investment platform by building strategic processes to differentiate the team's investment strategy. You will be responsible for:

* Be an expert statistician/data scientist on a discretionary investment team


* Testing research hypotheses and assumptions of portfolio manager and investment analysts by designing methodology and writing necessary code to perform backtesting, cross-validation, event studies, data analysis, etc.


* Testing and identifying the most predictive and robust statistical methods to forecast factors, features, metrics, drivers, etc. relevant to portfolio manager and research analysts in making investment decisions


* Work closely with team's data engineer/systems developer to help specify best sources, format, and delivery mechanism of data


* Writing efficient, modular, and dependable code, packages, libraries, and scripts


* Documenting all work extensively and train teammates on use of work products (e.g., custom Python libraries or R packages)


* Work closely with team's data engineer/systems developer and portfolio manager to design research (e.g., backtesting software) and production (e.g., trade file creation) processes


* Collaborating regularly with firm's Big Data group and other firm resources


* Staying abreast of new research in statistics, machine learning, and deep learning



What's required?

* Expert in statistics (particularly time-series analysis and forecasting) and/or machine learning - while not required, the most qualified candidates will likely have a doctoral-level or masters-level knowledge of statistics and especially of Bayesian statistics or machine learning methods especially supervised machine learning techniques


* Have strong programming skills in SQL/NoSQL and at least one of the following Python, R, or C++


* Hold an advanced degree in quantitative discipline (or 3+ years of full-time work experience using advanced statistical analysis)


* Expereince working with healthcare data


* Strong written and verbal communication skills



We take care of our people

We invest in our people, their careers, their health, and their well-being. We want you to concentrate on success and leave the rest to us. When you work here, we provide:

* Fully-paid health care benefits


* Mental and physical wellness programs


* Tuition assistance


* A 401(k) savings program with an employer match and more