Data Scientist/Quantitative Analyst

Posted 4 days ago by Velador Associates Featured

Who We Are

The team at Velador Associates prides itself on hundreds of accumulated years of experience in the financial markets. It provides bespoke consulting expertise, with a focus on the forensic analysis of financial transactions and market data. Velador Associates has consistently been chosen as the consulting experts in many of the major financial litigation cases in the news today.

Our firm is also at the forefront of the debate on several significant issues affecting the operation of financial markets. Such topics include the practice of 'Last Look’ in Foreign Exchange, advising central banks, corporates, industry bodies, regulators and law firms on the subject and acting as consulting experts in litigation.

Velador Associates was born out of hedge fund Marney Capital Ltd which takes its name after our CEO, Caspar Marney. Our offices are located at St Katherine’s dock, allowing for a majestic view of Tower Bridge and the Tower of London.

What We Do

We provide quantitative data analysis and advice to major law firms, many of the world’s largest corporates and hedge funds, as well as regulators and government bodies, both in the UK and abroad. Through our work we have access to vast high-frequency, depth of book, financial data spanning to the early days of when high frequency data first started to emerge and be captured. This data is unavailable in both the public domain and academic world.

Our work includes analysing historical data sets to identify certain types of behaviour (e.g. collusive malpractice or market manipulation) with an aim to quantifying related impact. We also advise large institutions on their trade order execution.

Who We Are Looking For

We are looking for a data scientist or quantitative analyst with industry experience in, or academic qualifications relating to financial markets, to work in a client-facing consulting role analysing some of the largest financial transaction datasets in existence.


  • Degree in a highly quantitative field such as mathematics, physics, engineering, statistics, computer science, finance or a related discipline. Master’s degree or PhD strongly preferred.
  • Significant programming experience in one or more of the scripting languages Python, R or Matlab.
  • Working knowledge of database technologies - preferably MySQL, MS SQL Server or Oracle.
  • Significant experience with data science libraries such as NumPy, SciPy, pandas, data.table, statsmodels, ggplot2, seaborn or their equivalents in other languages.
  • Ability to communicate clearly and concisely to present technical details to a non-technical audience both to the wider team and in a client-facing capacity.

Preferred skills and experience:

  • Experience processing and analysing large data sets, (i.e. billions of rows equivalent to TBs of data storage).
  • Experience in financial markets, particularly foreign exchange, interest rates and electronic high-frequency trading.
  • Experience applying transaction cost analysis.
  • Knowledge of market microstructure.

What We Offer

We offer extremely competitive remuneration, together with a very relaxed, but professional, working environment. The successful candidate will have the opportunity to work with an incredibly experienced team of industry experts, quantitative analysts and data scientists. The projects invariably involve large amounts of confidential data, which often result in media headlines - the firm has been closely involved with many of the largest financial news stories in recent years. Discretion is an absolute requirement.

Required skills

  • Computer Science
  • Financial Markets
  • Mathematics
  • Programming
  • Data Science

Application questions

Do you have a highly quantitative degree?
Do you have at least 2 years of programming/scripting experience?
Do you have industrial experience in, or proven academic knowledge of financial markets?

Reference: 34612802

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