- These surveillance models are for Compliance issues such as detecting suspicious patterns in order flows in electronic markets and low latency environments, insider trading, fraud detection and manipulation by systematic review of structured and unstructured data at large scale.
- The team works with Compliance officers across all divisions of the firm, Compliance Senior Management, Business and Technology Organizations.
RESPONSIBILITIES AND QUALIFICATIONS:
The Surveillance Analytics Group, within the Global Compliance division, is responsible for:
- Designing and developing complex surveillances with a strong emphasis on analytical models
- Monitoring the efficiency and effectiveness of surveillance controls that have been implemented throughout the Global Compliance division
- Leading Global Compliance initiatives focused on business process re-engineering
- With the Group, you will be working on cutting edge problems in machine learning, and distributed computing paradigms.
- The problems that we work on extend across big data – implementation stack to Analytics-at-scale. While not limited to, our analytical models rely heavily on:
- Bayesian inference, time series and behavior modeling, link and graph analysis, text mining and NLP.
- Stochastic math
Our compute environment is also massive, set up on a HADOOP cluster, and we frequently get into:
- Building custom YARN apps
- Writing raw Mapreduce and Spark jobs
- Designing Hbase and other big data stores
- Architecting and building large scale systems
- Writing highly optimized and scalable production jobs
- Outstanding client service experience
- The role requires an advanced degree (Masters/ PhD strongly preferred) in a computational field (Computer Science, Applied Mathematics, Engineering, or related quantitative disciplines)
- Strong in algorithms and programming ( Java, C++, Python, Matlab, R etc.)
- Experience with handling large data sets & building systems
- Minimum three years working experience in an analytical or a technical role
- Effective written and verbal communications skills
- Willingness to adapt in a fast-paced work environment; strong sense of urgency
- Strong work ethic
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