The MITRE Corporation Computational Finance Scientist Lead in Burlington, Vermont
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As a mid-career Scientist focusing on Computational Finance Lead (CompFi) , you might be wondering what makes MITRE different than other government contractors and consulting firms. Many of our recent hires answered YES to at least one of the questions below:
Are you interested in contributing to technical projects that you can feel passionate about?
Do you want to apply your skills and work in the public interest?
Are you tired of having your performance tied to billable hours?
Do you want to feel like your ideas are valued and you are more than just an FTE?
Are you interested in working for a company where a 40-hour week is the norm and not the exception?
Do you want exceptional benefits, including tuition reimbursement for coursework towards an advance degree in a technical discipline?
The Model-Based Analytics Department is seeking a motivated scientist to apply cutting edge tools and techniques to challenging CompFi problems facing the US government. This position offers the opportunity to interact directly with government leaders in a fast-paced and dynamic atmosphere with the ability to make a difference and impact outcomes with solid analysis.
Our employees are expected to work on multiple projects, cross-pollinate good ideas across the government and continuously learn. We are truly an interdisciplinary department that thrives on having a large toolbox to support data- and model-driven decision making. We value people who can bring diverse perspectives.
Our department works to solve problems in the public interest, in partnership with the government. We also actively conduct independent research in areas of interest to our government partners. Once established with a proven track record of quality delivery and consistent performance, members of our department have latitude to select projects
To be successful you will:
Be passionate about applying data analytics to real world CompFi problems, such as:
Developing novel empirical measures of the complex dynamics which emerge from today’s financial system
Leveraging these novel measures in the design, development, and deployment of the next generation of computational models of the financial system
Applying these models, analytics, and insights to inform solutions to prevailing problems facing MITRE Sponsors
Have an innate curiosity and interest in developing research questions and testing hypotheses with open ended tasking.
Work with a spectrum of government sponsors to gain understanding of their challenges, evaluate possible solutions and conduct insightful, actionable analyses.
Support the development and application of a variety of analytical models to sponsor challenges, with a willingness to adapt and learn.
Present results in an intuitive, actionable manner that can be understood by all sponsor audiences, regardless of technical expertise, including the pursuit of technical publication in leading scientific and CompFi journals.
Work on or lead projects throughout their life cycle, including conceptualization, requirements definition, data procurement, development, integration, and socialization.
Ability to obtain a DoD Secret Clearance.
Academic background such as a Bachelor’s degree in Computational Finance or a related quantitative field such as Mathematical Finance, Operations Research, Computer Science, Mathematics, or Statistics with significant experience or specialization in Computational Finance AND 8+ years related computational finance experience.
Excellent written and verbal communication skills.
Demonstrated experience working on or leading customer facing engagements emphasizing data analytics.
Experience visualizing multi-dimensional financial data or events, using tools like Tableau, ggplot2, Plotly, matplotlib, seaborn, or D3.js.
Demonstrated ability to manipulate large financial datasets and time series data, and perform calculations with at least one modern programming language like Python (utilizing packages like scikit-learn, pandas, or dask), R (utilizing packages like caret, dplyr, or data.table), or other modern language.
Ability to apply, modify and formulate algorithms and processes to solve national market system problems or related challenging problems.
Familiarity with working in cloud-based environments like Amazon Web Services, Google Cloud, or Microsoft Azure.
Advanced degree (PhD) in Computational Finance, or Operations Research, Computer Science, Mathematics, Statistics, or other related technical field of study with significant experience in or specialization in Computational Finance.
Experience leading or conducting research, including publishing on the topic of Computational Finance in peer-reviewed journals.
Experience designing data science or Computational Finance tasking and/or leading a team of data scientists .
Experience applying various machine learning approaches (e.g., random forest, neural networks, support vector machines).
Prior experience working with databases (e.g., PostgreSQL, Oracle, MySQL, MongoDB, Neo4j).
Experience using version control (e.g., Git, Mercurial, SVN) to support collaborative development.
Experience utilizing notebooks (e.g., Jupyter, R Markdown, Zeppelin),
Prior experience developing interactive data visualizations using open-source technologies (e.g., Angular, Vue, React, D3.js) or other frameworks (e.g., Shiny, Plotly).
Ability to build finance-focused models and simulations, especially agent-based models using a modern framework such as MASON, Repast, Mesa, or NetLogo.
While a DOD Secret Clearance is necessary, preferred candidates will have, or be willing to pursue, a DOD Top Secret Clearance and ultimately a TS/SCI clearance with some form of polygraph.
This requisition requires the following clearance(s):
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