Data Scientist

- Rapidly growing fixed income fund manager
- Data science role in quantitative research, working with portfolio managers
- Competitive pay, performance-based bonus and equity participation

Role/Responsibilities

We are a successful fixed income fund manager running multiple portfolios and strategies, and we are looking for a full-time data scientist with a quantitative research focus to develop the research, models and quantitative strategies behind our investment decisions.

Reporting to the lead data scientist and portfolio managers, you will work closely with them on live portfolios. The role spans long-term research projects and the engineering needed to put that research into production, where it is used in day-to-day investment decisions.

You will

- develop quantitative investment strategies, from idea and signal research through to backtesting against suitable benchmarks and metrics
- research and build models for asset pricing, relative value and portfolio construction
- carry out risk and performance attribution on live portfolios, explaining what drives returns and where risk is taken
- critically assess our existing models and methods, identify their limitations and find ways to improve them
- compare research methods with the state of the art in the academic literature
- turn research into the production-grade systems and tools that portfolio managers use
- clean and manage large datasets from multiple sources
- produce clear visualisations and well-written method papers
- deliver work to agreed timetables.





Skills/Experience The role ideally suits a reliable data scientist or quantitative researcher with an advanced degree in statistics, mathematics, engineering, science, actuarial studies or a similar discipline, who has taken research into production in industry and wants to make a long-term commitment to their next position.

You will have

- excellent statistical modelling skills
- the ability to assess a model critically: to question its assumptions, recognise its limitations and propose improvements
- excellent programming skills, including cleaning and analysing large datasets
- an understanding of positive engineering practice for large shared codebases
- rigour and attention to detail
- excellent written and verbal communication skills, including the ability to explain and defend your work to portfolio managers
- the ability to work well in a team and alongside portfolio managers
- a high-intensity work ethic and willingness to work outside normal hours.

Fixed income or broader financial markets experience is highly regarded but not required.

We work in R and other languages, with the R tidyverse framework for data manipulation. If you are unfamiliar with tidyverse, experience with R data.table, Python pandas, SQL or similar is required, together with a willingness to transition to R tidyverse.

Benefits

It is expected that a market-competitive contract will be agreed, with the opportunity to earn significant bonuses based on performance and to participate in the equity ownership scheme. The work will be demanding but also highly creative, with the right candidate able to assume significant responsibilities and drive innovation.

📌 Data Scientist (Sydney)
🏢 Coolabah Capital Investments
📍 Sydney