Title:
eFX Data Scientist, AVP

Job Role:
Quantitative Analysis, Global Markets Sales & Trading, Boston

JOB DESCRIPTION

Purpose of Role:
To enhance the bank’s real-time Electronic FX market making trading system, improving quality and distinctiveness of price generation and risk management.

Major Responsibilities:

• Analyze proprietary order flow data to find patterns in client behavior, using results to improve client pricing and optimize risk management.
• Analyze large, high frequency time series data sets and develop short term price forecasting models.
• Using public and proprietary data, identify new opportunities to increase trading volume and generate new business.
• Justify models/algorithms through appropriate out-of-sample backtesting periods and cross-validation techniques. Evaluate performance in practice and provide further improvements as needed.
• Develop research all the way from prototype to production.

Specific Qualifications/ Experience:

• Masters and/or PhD in Data Analytics, Machine Learning, Statistics or related field
• Knowledge of big data lake structures, algorithms and techniques including classification, clustering, and regression.
• Experience implementing data analytics techniques within an academic research setting and/or real business problems.

Level of Education:

• Masters and/or PHD

Skills – interpersonal, numerical, problem-solving, analytical, etc

• Object oriented programming skills: Java or C++.
• Proficiency in statistical packages such as Matlab, Python or R.
• Solid statistical foundations
• Familiar with Hadoop frameworks.

Disposition – motivation, team skills, ability to work under pressure, etc

• Pragmatic mindset – research should be targeted at solving business problems and improving profitability.
• Good communication skills are required to interact with management, traders, salespeople, developers and clients.
• Self-motivated and with ability to work with minimal supervision.

The complete job listing can be found here.

—
Interested individuals should send their resume directly to:

Toby J. Wade
State Street Global Markets
twade at statestreet dot com
+ 1 617 664-4150

The Baltimore Sun reported on the Mid-Atlantic Nanonscience Education Hub internship program, which allows students from the Community College of Baltimore County (CCBC) to participate in nanoscience and nanotechnology internships at UMBC, Aberdeen Proving Ground, Morgan State University and the Fab Lab in Catonsville.

Paul Smith, associate professor of chemistry, coordinates the internship program, which offers students exposure to a four-year institution, research experience and improved job prospects. “Part of our mission as a state institution is to promote education and to provide opportunities for students for better employment,” he said. “Certainly we also have an obligation as a Maryland state institution to do anything we can to help improve the economy if we can.”

Several CCBC students who are participating in the program will attend UMBC in the fall.

Click here to read the article in The Baltimore Sun and here to find out more about the program.

Earlier this year HP and the Scholarship for Women Studying Information Security (SWSIS) selected Victoria Lentz ’15, cybersecurity, and 10 other female cybersecurity students from across the U.S. to receive scholarships.

Lentz was in the first “cohort” of students to be accepted into UMBC’s Cyber Scholars Program, which began in Fall 2013. The program prides itself on influencing minorities and women to become involved in the cyber security and computing industries. With particular interests in malware and digital forensics, Lentz plans to work in the cybersecurity industry after finishing her undergraduate education to gain experience before returning to school for a Master’s degree.

UMBC is always full of hard-working people who aspire to do great things, and the class of 2014 is no exception. Today, we wanted to share with you what some of our recent graduates are planning to do with their Retriever education.

While enrolled in UMBC for her undergraduate career,
Ke “Coco” Tang, B.A. political science, history, and visual arts, a National Security Education Program (NSEP) Boren Scholarship and Undergraduate Research Award recipient, completed a documentary in Jordan and traveled to the Philippines for disaster relief. The native of Shenyang, China, plans to continue her community outreach by doing medical missions in Sierra Leone, returning to Jordan through her Fulbright Scholarship, and completing a year of government service to fulfill her Boren Scholarship.

During her undergraduate career, Caitlyn Leiter-Mason, B.A. political science and gender and women’s studies, received the Circle of Excellence Scholarship at the Daily Record’s Top 100 Women Awards Ceremony and represented UMBC on the University System of Maryland Student Council.

She also completed an internship for the state legislature and completed research in Tunisia. Now, Leiter-Mason works as the Reelection Campaign
Manager for County Councilman Tom Quirk.

Kabish Shah, B.S. mechanical engineering, B.A. mathematics, a native of Nepal, transferred from CCBC to UMBC. Within one year as a Retriever, he had earned an internship with Whiting-Turner Contracting Company working on the new Performing Arts and Humanities building, where they were so impressed with his work that the contracting company offered him a full-time job after graduation. Along with his new job, Shah will also be teaching robotics to local middle school students
through NASA’s Engineering Exploration Training
(NeXT), where he has taught previously.

Read more about the amazing accomplishments of our class of 2014!