Data Scientist, Vice President

2 weeks ago


Hangzhou, Zhejiang, China State Street Full time
Job Title: Vice President, AI and Machine Learning

State Street's Artificial Intelligence and Financial Engineering team is a strategic global unit that explores, enables, and exploits artificial intelligence, machine learning, natural language processing, computer vision, and cognitive computing at scale for various use cases across Global Delivery, Global Advisors, Global Markets, and Global Exchange business lines.

The team has a diverse range of capabilities, including intelligence technology, quantitative modeling, data science, financial engineering, and software engineering. We have built solutions for investment and risk management-related domains, such as eFX trading, equity market movement, credit rating, sentiment analysis, valuation, investment strategy, fund innovation, and operational and client experience-related use cases.

Responsibilities:
  • Deliver assigned projects and/or products from model design, development, and validation to IT implementation and Quality Assurance.
  • Develop subject matter expertise in low-level model and algorithm design, development, and validation by converting financial data and models to mathematical and computer science-level design and implementation, considering space and time complexity.
  • Integrate, customize, and train well-known models and algorithms in open-source libraries to solve financial market problems and perform validation and bug fixes.
  • Build models and algorithms from scratch and perform validation, including loss function, optimization, and parameter tuning, depending on the type of problem and technique used.
  • Drive model rationalization, reusability, scalability, and implement modern MLOps.
  • Write model specifications with lead financial engineers and modelers about problem statements, assumptions, data inputs, methodologies, implementation frameworks, and test results.
  • Support IT integration, QA/UAT, and deployment of AI/ML microservices, operationalizing, and productizing resulting models and cognitive solutions.
  • Support production issues related to models and algorithms, including those used in open-source libraries.
Qualifications:
  • Master's degree required (preferably in computer science, mathematical finance, and financial engineering); PhD from a top-ranked university preferred.
  • 7+ years of hands-on coding experience with classical AI/ML algorithms and familiarity with deep learning neural networks, including various supervised and unsupervised models, and comfort with natural language processing and computer vision algorithms.
  • 7+ years of solid modern, object-oriented, or functional programming and design experience (Python, C++, SQL).
  • Solid background in mathematics, including statistics, probability theory, PDE, linear algebra, stochastic calculus, differential equations, etc.
  • Familiarity with public cloud development environments, such as Azure AML, Snowflake, or AWS SageMaker.
  • Familiarity with major financial instruments, reference data, market data, investment, and risk management concepts.
  • Fluent in English and Mandarin; excellent written and verbal communication skills at all stakeholder levels across multiple countries.
  • Result-driven, detail-oriented, and candid attitude.

Desirable Experience:

  • Prior data scientist role in a financial institution and model validation experience.
  • Prior risk and investment management experience in the asset management industry.
  • GenAI/LLMs, Data Science, and Machine Learning Frameworks (TensorFlow, PyTorch, Scikit-learn, etc.).
  • Linux/Bash scripting, structured and unstructured data management tools (Snowflake, Graph DB, PostgreSQL, Hadoop, etc.).
  • Continuous integration & development environments and tools (Azure, AWS, GIT, Maven, Jenkins, etc.).
  • Charted Financial Analyst (CFA).


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