Senior Data Scientist

About the role

TWG AI is seeking a researcher to build and validate surveillance systems for detecting information-driven trading. You will focus on the timing of public information versus market activity across both US exchanges and DeFi venues. This role requires a rigorous approach to statistical evidence and audit-ready model performance.

Key facts

What you'll do

• Develop detection logic that identifies insider trading by comparing the timing of public information against market actions.
• Implement surveillance pipelines for US exchanges at the account level and DeFi venues at the wallet or cluster level.
• Design and execute statistical validation protocols, including permutation testing and backtesting against known market events.
• Manage the quality of training labels, treating the labeling process as a continuous improvement cycle.
• Establish a repeatable, audit-ready assurance framework for system outputs.
• Provide mentorship to junior staff members involved in validation and analysis.

Requirements

• Demonstrated expertise in empirical and statistical methods, specifically hypothesis testing, resampling, and careful inference.
• Professional experience in production machine learning within regulated or audit-heavy environments.
• Ability to manage and refine noisy, evolving, or human-in-the-loop datasets.

Nice to have

• A PhD or equivalent industry background in quantitative finance or empirical research.
• Experience with sequential modeling, such as transformers or RNNs, applied to transaction or behavioral data.

Skills & tools

• Statistical testing
• Permutation and resampling methods
• Backtesting
• Sequential modeling
• Production ML pipelines
• Data labeling frameworks

Practical notes

• Base salary range is $190,000 to $290,000.
• Compensation includes a performance bonus and a comprehensive benefits package covering medical and financial needs.
• TWG AI is an equal opportunity employer.