Quantitative Researcher and Data Scientist (Austin,TX)

Are you passionate and driven by the intersection of data science, financial markets, and complexity theory? Are you comfortable taking ownership of your mistakes as well as your successes? Are you excited rather than intimidated by a role with high visibility, ethics, and responsibility? Do you love Austin?
Artemis is a fast growing and award winning Austin-based quantitative hedge fund looking to hire a talented Quantitative Researcher/Data Scientist to build systems predicting volatility regimes in financial markets. Artemis role provides an opportunity for intellectual freedom in a fast growing and award winning hedge fund with direct connection between performance and compensation. He/she will work directly with senior portfolio manager and trader in the execution, development, and implementation of machine learning systems for volatility regime detection and systematic trading strategies. The role requires an entrepreneurial self-starter with broad knowledge of existing data mining algorithms and creativity to invent and customize models when necessary. The highest ethical standards are expected. Data Scientist must have excellent communication skills and willingness to explain ideas to non-technical clients.
Competitive salary based on experience. Excellent meritocracy driven bonuses based upon ability to generate solid results and returns for clients from your models.
Requirements:
Intellectual interest in solving problems associated with financial markets a must
Strong programming skills in Python and R highly desired
Strong work ethic and entrepreneurial / non-linear mindset a must
Willingness to cooperate and communicate with non-technical personnel a must
Self-starter who is capable of working independently
Highest ethical standards
Skills
• Demonstrated advanced computer programming skills (Python, R, C)
• Broad knowledge of machine learning, data engineering, data mining algorithms (decision trees, HMMs, probability networks, association rules, clustering, and neural networks)
• Creativity and intellectual curiosity
• Excellent interpersonal, written, and verbal communication skills
• Pro-active ability to work independently as a self-starter
We are a small entrepreneurial company that is best suited for a results oriented self-starter. You must be capable of working independently and taking control of a project from start to finish by yourself.
Minimum Qualifications
• BA/BS in Computer Science or related technical field or equivalent practical experience.
• 5 years of work experience in machine learning or experience in data analysis and processing
Preferred Qualifications
• Direct experience modeling or trading options or volatility derivatives
• MS/PhD in Computer Science with a focus on Machine Learning or Data Processing
• Demonstrated passion for designing trading strategies
• Excellent written and oral communication skills
Location: Austin TX
Utmost confidentiality assured. Please apply directly to hr-AT-artemiscm.com
Artemis Capital Management LP & Artemis Vega Fund LP
Artemis Capital Management LP is an Austin, TX-based private investment firm that employs quantitative and behavioral based models to help our clients profit from stock market volatility. Artemis was formed after the founder’s achieved proprietary returns during the 2008 financial crash trading volatility as an asset class. The flagship Artemis Vega Fund L.P. seeks to generate returns from crisis using volatility derivatives to manage assets of behalf of institutional and high net worth investors. Artemis research and commentary has been widely quoted by publications such as the Wall Street Journal, Financial Times, Bloomberg, the Economist, Grant's Interest Rate Observer, and CFA Magazine. The Firm manages assets for Endowments, Family Offices, and High Net Worth Investors.
www.artemiscm.com