Data Scientist - NLP & ML
New York, New York
January 25th 2019
The Securitized Products Technology Group (SPG) is responsible for all aspects of the company’s core applications that help traders manage positions and trades, calculate P&L, assess bond valuations, and calculate risk. This group is responsible a set of credit analysis tools that help identify trading opportunities, and we are building a team of NLP/ML professionals to build a platform of tools to enable trading/sales in revenue generation.
The successful candidate will perform groundbreaking work in Natural Language Processing and Machine Learning methods, and will tailor them to front-office applications involving credit analysis, trading strategies, pricing models, and more. Projects may involve applying NER and sentiment analysis techniques to analyze corporate financial documents and news articles; or using state-of-the-art parsing methods to extract bond covenant information, and then using a training model to derive bond behavior under stressed scenarios.
The ideal candidate for this would possess a combination of research and professional experience in the fields related to Natural Language Processing and Machine Learning. The person should be on the forefront of NLP/ML technologies, and be able to translate theory to projects that are deliverable on the commercial scale.
MS or PhD in Natural Language Processing, Machine Learning, or related field.
5+ years, a combination of professional and/or research experience.
Apply different NLP techniques to areas such as sentiment analysis, classification, data/knowledge extraction, disambiguation.
Expertise in NLP methods such as LSA, LDA, Semantic Hashing, Word2Vec, LSTM, BiDAF.
ML experience with different supervised and unsupervised learning algorithms .
Expertise in one or more programming languages: Java 8, Scala, Python, R, willing to consider others.
Experience working with large, complex and diverse data sets from a variety of sources.
Skills Proficiency: Senior
StanfordCoreNLP/GATE experience a plus
Experience with Spark, or similar frameworks a plus
Publications on ML/NLP a big plus
Job ID: A2275