Data Engineering

Ruby

JavaScript

Anaconda

Python

### Role Overview

We are seeking experienced **Senior Data Scientists and Machine Learning Engineers** based in the EU timezone to enhance and expand our options research stack. This role involves integrating advanced analytics and creating robust systems using Python to support our financial trading strategies.

#### Responsibilities

*   Integrate **[Polygon.io](http://Polygon.io)** with our options analytics platform to streamline data processing and analysis.
*   Implement and calibrate **Monte-Carlo simulations** and **Black-Scholes models** for options pricing.
*   Focus on straight calls and puts with varying durations (9DTE/30DTE/60DTE/90DTE) to optimize trading decisions.
*   Develop and refine risk management models, including **Value at Risk (VaR)** and **Kelly Criterion**.
*   Automate the generation of daily reports to provide actionable insights and updates.

#### Required Skills

*   Strong proficiency in **Python** for data analysis and system integration.
*   Experience with **production data engineering** to ensure the reliability and scalability of data systems.
*   Familiarity with **trading infrastructure** and financial markets.
*   Expertise in options pricing and risk management methodologies.

#### Nice to Have

*   Prior experience with financial data APIs such as **[Polygon.io](http://Polygon.io)**.
*   Understanding of advanced statistical modeling and machine learning techniques.