Data Scientist I

About Us

O'Neil Global Advisors (OGA) is an investment advisor that builds algorithmic strategies based on proprietary quantitative factor research pioneered by investing legend William J. O'Neil. Bill's methodology has achieved consistent success over more than five decades, and OGA's strategies provide our clients with an exclusive way to capture the success of his powerful and disciplined approached to investing. We develop strategies that are inspired by Bill's disciplined quantitative approach and incorporate his desire for constant improvement through ongoing backtesting.

Summary

Studies investment factors and shares significant findings through research reports. Develops the methods and tools used to study investment factors. Helps investment managers apply factor research to their investment strategies.

Duties and Responsibilities

• Develop new factors that are beneficial to our investment strategies
• Study deeper data science topics and presents findings to the team
• Analyze investment factors using efficient and robust methods
• Apply machine learning techniques to develop models
• Run backtests to prove the efficacy of factors and models
• Share findings from factor analysis and backtesting with the group
• Write research notes and reports related to significant findings
• Propose creative solutions to research challenges
• Teach and mentor junior team members

Qualifications & Requirements

• Bachelor’s degree or higher in data science, math, engineering, or a related field
• 2-5 years prior experience working with project teams in a corporate environment
• Advanced skill with data science topics such as machine learning, data mining, statistics, and classification
• Advanced skill with SQL used to gather, analyze, and clean market data is required
• Advanced skill with Python libraries such as Pandas, NumPy, MlPy, MatPlotLib, and SciPy is required
• Working knowledge of tools such as R or MatLab is a plus
• Familiarity with financial statistics, common investment styles, and market cycles is a plus
• Familiarity with algorithmic trading & backtesting using Python (Zipline, PyFolio, AlphaLens, etc.) is a plus
• Personal interest in equity investments is a plus
• Highest levels of integrity and professional maturity
• Highly organized, analytical problem solver
• Collaborative teammate
• Clarity and precision in written and oral communication

Working Conditions

While performing the duties of this job, the employee is regularly required to sit, stand, walk and use hands to type. The noise level in the work environment is usually moderate. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

Equal Opportunity Employer

O'Neil Global Advisors is an equal opportunity employer. All aspects of employment including the decision to hire, promote, discipline, or discharge, will be based on merit, competence, performance, and business needs. We do not discriminate on the basis of race, color, religion, marital status, age, national origin, ancestry, physical or mental disability, medical condition, pregnancy, genetic information, gender, sexual orientation, gender identity or expression, veteran status, or any other status protected under federal, state, or local law.