Senior Data Scientist
Job description
Senior Data Scientist at TWG AI.
About the role
In this position, you will take charge of the features and models that form the backbone of our surveillance systems. Your work will transform raw trading behaviors into understandable signals, adapting as our datasets grow and the systems evolve. This role involves hands-on modeling within two distinct detection frameworks, allowing you to shape the detection architecture throughout the program's lifecycle.
Key facts
What you'll do
- Create and enhance features using extensive financial time-series and on-chain data, focusing on signals that perform reliably under challenging conditions.
- Build and refine anomaly-detection models utilizing both supervised and unsupervised techniques.
- Advance model architectures as more labels become available, transitioning from basic classifiers to more complex designs.
- Ensure model calibration is precise, making scores reliable and comparable across various markets and venues.
- Collaborate with validation and analyst teams to optimize the labeling processes that inform model training.
Requirements
- Proficient in feature engineering and applying machine learning techniques to transactional or time-series data.
- Practical experience with anomaly detection and unsupervised methods, such as isolation forests and autoencoders.
- Strong foundation in statistics, particularly in model calibration and working with imperfect labels.
- Experience in deploying and maintaining machine learning models in production environments.
- Ability to scale modeling strategies across multiple detectors and market types, rather than creating isolated models.
- Experience in fraud, risk, integrity, or market surveillance is advantageous.
- Familiarity with FIX/market microstructure and on-chain data is a plus.
Nice to have
- Experience with cloud-based technologies and services.
- Knowledge of regulatory requirements in financial services.
Skills & tools
- Proficient in Python, R, or similar programming languages.
- Experience with machine learning frameworks such as TensorFlow or PyTorch.
- Familiarity with data visualization tools and techniques.
Practical notes
This position requires onsite work in either New York, NY or Santa Monica, CA. The salary range for this role is between $190,000 and $290,000, along with a performance-based bonus and a comprehensive benefits package, including medical and financial options. TWG AI is committed to equal employment opportunities and welcomes applicants from diverse backgrounds.