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Senior Data Analyst

NEW YORK-10012, NY, US
07/02/2018

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Required Skills

Microsoft SQL Server

Company

Infinity Consulting Solutions, Inc

Experience

2 to 4 Year(s)

Job Description

Senior Data Analyst

We are looking to hire a talented individual to be part of a team surrounding the acquisition, cleaning and verification of financial reference and high frequency tick data.

Real world data is messy and requires preprocessing over and beyond just visually scanning data and updating bad records.

It is critical to have good data as input to successful financial modeling.

Typical problems include bad ticks in isolation or succession, missing data, bad dates, transposition errors, outliers, delayed data, dates on weekend or holiday or out of order, and incongruent sources.

The complexity in cleaning the data lies in handling marginal errors whilst retaining the reality and statistical properties of the data.

This is a challenging and rewarding opportunity for someone passionate about technology, extremely meticulous and detail orientated, with a drive for producing high quality work in a hands-on role.

Your primary goal shall be to improve the robustness and quality of the data that is made available for Research and Trading.

Key Responsibilities

Identify and categorize problems encountered in the data and develop methods to address them.

Analyze and monitor existing data checks in the Database and in Research to reduce the number of warnings and errors propagated downstream.

This is a key performance indicator for the role.

Develop cleaning and filtering algorithms and improve efficiency through automation of processes.

Suggest improvements to statistical algorithms and techniques in use already.

Use in-house visualization and analytical tools to investigate pattern problems graphically using scatterplots, charts, and histograms.

Produce checklists to regularly review data selection parameters for each market to keep up with evolving market conditions.

The schedule of activities includes maintaining optimal liquidity periods, trade times, settlement times, session types, introducing new snapshot times, rolling strategies, quality ratings (source/recency ratings), condition codes, and a host of additional parameters.

Oversee and manage the process of data generation and reselection when determinant parameters are updated.

Accountability for the fidelity of the core data produced daily for Research ensuring the data profile is synchronous with their evolving needs.

Create data dashboards to help monitor and audit data quality.

Maintain clear documentation on all cleaning and filtering algorithms along with changes to data reselection parameters.

Required Skills

Master's degree in a technical field (Math, Statistics, Computer Science, Engineering).

2+ development experience using Python, R or another language used within a data analytics context.

Working knowledge of database concepts, specifically Microsoft SQL Server, with experience in working with ETL tools and data conversion.

Prior experience with data analytics and data cleaning techniques.

Experience with financial trading data in various asset classes (Futures, FX, Equity) is a major plus.

Personal Skills

Good interpersonal skills.

Ability to work independently and within a team.

Excellent communication skills that facilitate teamwork and interaction with colleagues including strong stakeholder engagement.

Extremely detail-oriented with good organizational skills.

A strong drive for results and continual improvement.