Overview
Data Scientist - AI and Quantitative Finance role at Sud Recruiting. Base pay range : $125,000.00 / yr - $145,000.00 / yr. Additional compensation types include Annual Bonus. Position is hybrid in the San Diego area.
Responsibilities
- AI / ML Model Development : Design and validate Machine Learning , Deep Learning , and Natural Language Processing (NLP) models for use in portfolio optimization , risk analytics , performance attribution , and capital allocation .
- Data Engineering : Build scalable data pipelines using Python , SQL (MySQL) , and R . Perform feature engineering , data normalization , and PDF parsing of private equity fund reports and financial statements .
- Model Deployment & MLOps : Collaborate with engineering teams to deploy models using Kubeflow , AWS SageMaker , or Azure ML , ensuring robust model governance , version control , and production readiness .
- Quantitative Research & Backtesting : Conduct factor analysis , scenario modeling , and backtesting to evaluate model performance across diverse asset classes , including private equity , real assets , and credit strategies .
- Cross-Team Collaboration : Partner with Data Science , Investment Research , and Portfolio Strategy teams to align AI solutions with client mandates , investment policy statements , and risk-adjusted return objectives .
Qualifications
Bachelor’s, Master’s, or Ph.D degree in Computer Science , Machine Learning , Mathematics , Statistics , Econometrics , or related quantitative disciplines.6+ years of experience in quantitative finance , AI / ML model development , or financial engineering within the financial and banking sector.Deep expertise in Private Equity , secondaries , and alternative investments , with strong knowledge of fund structures , cash flow modeling , and valuation techniques .Proficient in Python (Pandas, NumPy, Scikit-learn, TensorFlow / PyTorch), SQL , and AI / ML lifecycle platforms .Familiarity with financial databases , performance metrics (IRR, TVPI, DPI), and risk modeling frameworks (VaR, stress testing).Strong understanding of data governance , data quality , and security protocols in regulated financial environments.Excellent communication skills to present complex technical concepts to investment professionals , portfolio managers , and executive stakeholders .REQUIREMENTS
Six+ years of experience in the relevant fields and a degree in a quantitative discipline as listed above.#J-18808-Ljbffr