We are looking for a Data Scientist- Machine Learning in Financial modeling, to join our team at our office at Hong Kong located at the Science Park. You will join a small but dedicated team, as part of a large successful international company operating in the financial service industry. The emphasis of the position is on research & development on the application of machine learning in financial modeling.
Who are you?
As a successful candidate, you have thorough understanding of financial models, mathematics, machine Learning and possess excellent programming skills. You are a driven team-player who has the ability to work independently. Furthermore, you love working in a small and tightly-knit office environment and enjoy the ability to interact with the researchers at the head office in the Netherlands or the other international offices.
Due to the exponential growth in data availability, . the development of machine learning techniques took a flight for the last couple of years. In the financial time series domain, however, the industry is facing limited data volumes and interpretability constraints. This makes successful deployments of machine learning techniques challenging. In this research, the candidate will challenge multiple traditional (sub)routines in our models with Machine Learning approaches. In addition, the candidate will explore the use of alternative datasets to enhance the model’s performance.
As a data scientist joining our group, you will be exposed to a wide range of research topics, please find a number of topics here below.
- Machine learning methods (e.g. Neural Nets & Deep learning, Ensemble Methods, Reinforcement learning);
- Interpretability of Machine Learning models;
- Financial market data and large data volumes of (un)structured alternative data;
- Backtesting frameworks;
- Feature engineering;
- Economic Scenario Generators;
- Derivative valuation models;
- Real estate appraisal models;
- Proposals of model extensions/replacements in our current processes.
Education, Experience and Skills
- A master degree in IT, computer science, math, physics, or another related field;
- Advanced programming skills in Python, R or MATLAB;
- Affinity with Finance and/or modeling is preferred;
- Enjoy working in a small office environment;
- Fluent in written and spoken English.
Terms of employment
We offer you:
- A fixed Contract (full time);
- A challenging and rewarding role in an inspirational global business;
- Opportunities for personal and professional career development;
- Great working environment and excellent remuneration;
- Be part of an industry leading global team, renowned for excellence;
- An opportunity for interaction with many business units including researchers, developers, sales as well as senior members of the firm.
About Ortec Finance
Since 1981 Ortec Finance has been successfully delivering technology and consultancy in the field of risk and return management, in the last decade increasingly on a global scale. Ortec Finance supports pension funds, insurers, asset managers, financial planners, housing associations and municipalities, among others, in making optimal financial decisions and monitoring the results thereof. We integrate our in-depth knowledge in our software models and combine these with professional consultancy services. Ortec Finance remains innovative due to its close ties with the academic world, supervisory agencies and professionals.
Our main offices are located in Amsterdam and Rotterdam, with international satellite offices in the United Kingdom, Switzerland, Canada and Hong Kong. We just recently opened our office in Hong Kong to support our growing client base in Asia. In Asia a number of large prestigious pension funds as Life Insurance Companies already uses our sophisticated software solutions and professional expertise.
More information is available at www.ortecfinance.com.
More information or to apply?
For more information regarding this position please contact Marco Hoogendijk at +852 24 77 98 38 or Marco.Hoogendijk@ortec-finance.com. To apply, please use the application button to send us your CV and cover letter.
We hope to meet you soon!