Data Scientist required for a 3 month contract in Sandton. This role will be apart of the Global Markets Data Analytics department and involves collaborating with various departments, including Sales, Trading, and IT, to ensure data integrity and provide actionable insights, while managing data from sources like Mopani, Refinitiv, and Bloomberg to support electronic trading and market analysis.

Responsibilities:

• Assist in the development and optimization of market-making models, focusing on equities and equity derivatives.
• Conduct back-testing and research to improve current models and develop new ones.
• Analyze high-frequency trading data to identify patterns and trends.
• Implement machine learning techniques, particularly LSTMs and convolutional networks, to predict short-term price movements.
• Collaborate with teams to integrate new indicators and models into production environments.
• Work with AWS infrastructure, including S3 buckets and Sage Maker, for data processing and model training.
• Generate and analyze data samples, including time-based and volume-based sampling.
• Ensure the robustness of models by balancing in-sample and out-of-sample results.

Skills and Experience:

• Strong background in machine learning, particularly in time series analysis and neural networks.
• Experience with high-frequency trading data and market microstructure.
• Proficiency in Python and familiarity with AWS services, especially Sage Maker.
• Minimum 5-7 years of experience in data analytics, machine learning, and/or quantitative analysis.
• Proven experience working in complex financial systems and applications (e.g., trading platforms, payment systems, risk management systems).
• Strong understanding of Equities and trading
• 5+ Years of experience within global markets
• Proficiency in trading algos
• Deep understanding of financial products, trading systems, pre- and post-trade and high-frequency data techniques.

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