Data Scientist

At LSEG, we consider providing opportunities equally as a priority. We strive to establish teams that are diverse and encourage coordinated working and sharing of ideas!

At LSEG Bangkok, you can be your best self. Our open and inclusive culture and collaborative communities connect colleagues from across the world, and a host of skill development programmes support our people's personal and professional growth.

We are looking for a lead data scientist for market data analytics application handling large-scale data, both structured and unstructured. This application involves real-time high-frequency and time series data including static referenced data. We also apply natural language processing to extract and transform content, and machine learning libraries to improve the quality of the data.

Our group is part of the Analytics Center of Perfection responsible for large-scale applications producing cross-asset derived content (equity, indices, fixed income, foreign exchange, commodities, etc.). The application processes data with ranges of simple mathematics and statistical models up to predefined financial asset pricing models through Web-Service API and other proprietary API on cloud systems.

Responsibility

• Lead data scientist projects from scratch.
• Research on quantitative finance models, turning academic aspects of the model into practice.
• Ability to lead and mentor other team members.
• Orchestrate requirement discussions both technical and non-technical with relevant parties mainly located in Paris, London, US, and India.
• Design and implement Python scripts to manipulate data structure/format and price financial assets using both self-created libraries and pre-defined libraries or Refinitiv quantitative pricing services.
• Produce minimum level of requirement documents.
• Provide 3rd level support of applications and relevant systems, comfortable with European shift time.
• Dedicated to researching new technology, quantitative finance models, and machine learning/deep learning theory.

Required skills and experience

• At least 5 years' experience as a data scientist, software engineer, or comparable field.
• Good knowledge in Python programming language and application design.
• Solid understanding of applied statistics such as data/probability distribution, linear/non-linear regression, classification models, and others.
• Solid understanding of derivative instrument pricing theory.
• Experienced in machine learning and free text mining.
• Fluent in spoken and written English.
• Familiar with financial market content and financial instruments, especially derivatives.
• Positive and open attitude, eager to learn new technologies.

Preferred skills and experience (not required but with advantage)

• Experience with stock exchanges and/or financial institutions.
• VBA (Excel Macro), Database programming, R programming.

LSEG is an equal opportunities employer that seeks to offer an inclusive environment to all colleagues. Furthermore, LSEG has committed to reduce its carbon emissions by 50% by 2030 and to reach net zero by 2040.