Staff Data Scientist, Algorithm, Financial Markets

The role

You will own the modelling and analysis roadmap for the FX product. You will develop and productionise models to forecast FX rate volatility and optimise trade execution.

What you will do

• Own and drive the technical direction and modelling roadmap for the FX product.
• Develop and productionise models to forecast and monitor FX rate volatility.
• Apply statistical and machine learning models to optimise FX trade execution.
• Establish robust backtesting, validation, monitoring and governance practices.
• Partner with Product Managers, Traders, Risk, Engineering and other stakeholders.
• Define success metrics and evaluate the incremental impact of models and strategies.
• Communicate recommendations with executives and cross-functional partners.
• Conduct customer and commercial analysis to inform FX strategy, pricing or product priorities.

Required qualifications

• 7+ years of industry experience
• Advanced degree, such as a PhD or MS, in a quantitative field such as Statistics, Engineering, Sciences, Computer Science or Economics
• Significant experience applying statistics, machine learning or optimisation to financial markets, trading, fintech or other dynamic decision systems
• Strong understanding of FX, execution, pricing, liquidity, market risk or related quantitative domains
• Expert Python skills
• Strong SQL skills
• Strong foundations in time-series modelling, statistical inference, optimisation and experimental design
• Ability to do schema design and dimensional data modelling

Nice to have

• Experience with R or other quantitative tools
• Experience in technology, financial services, a trading environment and/or a high-growth environment

About the company

Airwallex is an AI-native financial operating system. It provides financial infrastructure for global commerce and is co-headquartered in San Francisco and Singapore.