Senior / Lead Data Scientist (Financial Time Series & Econometrics)

Senior / Lead Data Scientist (Financial Time Series & Econometrics)

We are seeking a Senior or Lead Data Scientist to support an exploratory financial research initiative focused on identifying and validating predictive signals within large datasets.

This person will lead hands-on research involving time series analysis, forecasting, econometrics, and backtesting. The work is early-stage and requires someone who can operate independently, work through ambiguity, and translate findings into clear recommendations for technical, business, and executive stakeholders.

The ideal candidate will have experience with financial markets, quantitative research, financial indicators, or index creation and backtesting. Direct experience with an index provider, asset manager, investment bank, hedge fund, or financial research organization would be highly valuable.

Key Responsibilities

• Develop and test time series forecasting models.
• Identify and construct potentially predictive financial signals.
• Design rigorous backtesting and out-of-sample validation approaches.
• Analyze relationships between proprietary data, market indicators, and macroeconomic trends.
• Produce research findings, models, documentation, and executive-level recommendations.
• Partner with engineering resources to support future productionization.

Core Qualifications

• Advanced experience with time series analysis and forecasting.
• Strong knowledge of econometrics, statistical modeling, and predictive analytics.
• Experience preventing data leakage and conducting rigorous temporal validation.
• Strong Python and SQL skills; Spark or PySpark is helpful.
• Financial services, quantitative research, or capital markets experience.
• Ability to independently lead research in an ambiguous environment.

Experience building or backtesting a financial index is strongly preferred but not required.

This is an initial six-month engagement with the potential to extend. Remote candidates within the United States may be considered.

Additional Perks:
- Excellent Market Rate/Salary
- Positive Work-Life Balance
- Competitive Benefit Packages Including Medical Insurance, Dental Insurance.

Company Overview:
• AGM Tech Solutions is a Women-Minority owned Firm relationship-based IT Consulting firm dedicated to Serving our Clients Nationwide. Our dedicated team strives to exceed the expectations of our clients and employees by building long term relationships based on Integrity, Trust, Hard Work, Commitment and our service experience. We offer a consultative approach to each and every client by taking the time to listen to their needs and help them get where they want to go by becoming an extension of their organization. We provide Information Technology staffing: High caliber talent for temporary support and project Deliverables. Direct IT placement services: Contract-to-Hire Direct Hire professionals for longer-term needs.