Senior Data Scientist

Jain Global•New York, NY

About The Position

Jain Global LLC seeks a Senior Data Scientist in New York, NY. The role collaborates with clients to assess specific analytical needs within trading activities, including cross-referencing market and alternative data, aggregating fungible assets, and researching and back-testing strategies. Telecommuting and/or working from home may be permissible pursuant to company policies.

Requirements

  • Master’s degree in Finance, Financial Mathematics, or a related quantitative field, or equivalent.
  • Three years of experience applying time-series and statistical techniques, including Kalman filtering, rolling regression, and Bayesian hierarchical modeling, to forecast company KPIs and extract latent business performance signals from alternative datasets.
  • Three years of experience utilizing quantamental research methods to integrate fundamental equity analysis with alternative data signals.
  • Three years of experience designing and maintaining production-grade alternative data pipelines in Python and SQL, incorporating outlier detection, panel construction, data imputation using machine learning techniques and multimodal distributions, and KPI outputs.
  • Three years of experience utilizing cohort analysis techniques and causal inference methods to estimate customer acquisition costs and price elasticities in competitive consumer markets.
  • Three years of experience back-testing and validating alternative dataset signals using hypothesis testing, signal decay analysis, and regression-based frameworks to complement and strengthen fundamental long/short equity research.
  • Three years of experience performing DCF valuation modeling, including multi-scenario analysis.

Responsibilities

  • Collaborate with clients to assess analytical needs within trading activities.
  • Cross-reference market and alternative data and aggregate fungible assets.
  • Research and back-test strategies.
  • Apply time-series and statistical techniques to forecast company KPIs and extract latent business performance signals from alternative datasets.
  • Integrate fundamental equity analysis with alternative data signals using quantamental research methods.
  • Design and maintain production-grade alternative data pipelines in Python and SQL, including outlier detection, panel construction, data imputation, and KPI outputs.
  • Use cohort analysis and causal inference to estimate customer acquisition costs and price elasticities in competitive consumer markets.
  • Back-test and validate alternative dataset signals using hypothesis testing, signal decay analysis, and regression-based frameworks to complement and strengthen fundamental long/short equity research.
  • Perform DCF valuation modeling, including multi-scenario analysis.
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