Senior Data Scientist - Liquidity at Luno

The role in a nutshell:

As we accelerate on our mission to put crypto in everyone’s hands, we will need to understand how customers are using our product and improve the decisions we make through better information. You’ll be focussed on this critical step of creating better information from multiple data sources to guide our decision making and help us build better products and improve our processes.

We are looking for a Senior Data Scientist familiar with financial markets and working with order book data to provide insights and improve Luno’s liquidity management and develop metrics to effectively monitor the health of our exchanges, as well as improve the performance of our broker system.

This is a unique opportunity to help define the application of data science within the crypto space and lay foundations for how we analyse and assess the behavior of the crypto exchange markets given the unique challenge of the interplay between a retail market component and high volume broker orders.

The ability to ask the right questions, reason about behavior using probabilistic modeling techniques, math and statistics, and a natural curiosity will be key to having an impact in this role.

Your mission will be:

• Use data to learn about our customers and how they are using our product
• Collaborate with engineers, product managers and product designers to optimise product performance
• Building reports and dashboards for business stakeholders
• Generate insights to improve the customer experience when using Luno’s broker and exchange services
• Design metrics to accurately assess product performance and business health
• Formulating business requirements into analytical objectives
• Sifting through diverse data sets to generate hypotheses
• Designing and running experiments to validate hypotheses
• Hacking through complex business problems using statistics and advanced analytics to provide insights towards making better decisions and building better products
• Implementing systems and processes to help scale our insights
• Develop effective metrics to monitor the health of Luno’s crypto exchange

A little about you:

• Familiarity with financial mathematics (Ideal)
• Experience working with financial markets and liquidity management (Ideal)
• Experience using probabilistic modeling techniques to generate insights, e.g. Monte Carlo simulation (Ideal)
• Strong data analysis, predictive analytics, and/or optimisation skills using Python, R or similar programming languages.
• Advanced SQL skills
• Familiarity with modern distributed data storage and processing systems such as Amazon Redshift, Hadoop MapReduce and Apache Spark
• Ability to create innovative, out-of-the-box solutions by leveraging analytics, data science and statistics
• Naturally curious and persistent when gathering and synthesizing facts, theories, trends, patterns, inferences, and key issues in complex questions and variable situations
• Track record of diagnosing problems using formal problem-solving tools and techniques
• Bachelor's degree or higher in the natural sciences or technical fields such as Mathematics, Statistics, Computer Science, Engineering or Economics
• Strong interpersonal and communication skills with the ability to explain technical concepts to non-experts in simple and helpful terms
• Team player that’s enthusiastic about growing and developing others
• You can handle uncertain and ambiguous scenarios
• You keep abreast of developments and emerging trends in Data Science, and influence what is next for Luno