The RoleAs a Senior Data Scientist for Detection & Modeling, you'll own the features and models at the core of the surveillance systems - the layer that turns raw trading behavior into scored, explainable signals - and you'll evolve that layer as the systems mature and the labeled datasets grow. The work now spans two detection stacks on different grains: the account-grain L1-L3 stack on the US exchange and the wallet/cluster-grain D1-D3 stack of the DeFi Integrity Engine. The two seats split by venue focus while operating as one modeling practice: shared methodology (robust statistics on heavy-tailed data, calibration discipline, the labeling loop), different substrates. This is a hands-on modeling role with a lot of room to shape the detection architecture over the life of the program.
Key Responsibilities:- Design and refine features on large-scale financial time-series and on-chain data, with an emphasis on signals that hold up under noisy, heavy-tailed conditions
- Develop and improve anomaly-detection models across both supervised and unsupervised approaches
- Evolve the model architectures as labels accumulate - from simpler classifiers toward multi-class, per-scenario, and ensemble designs; on the DeFi side, activate the supervised layer from a standing start as the first disposition labels arrive
- Improve detector calibration so scores are trustworthy and comparable across market types and venues
- Partner with the validation and analyst teams on the labeling pipelines that supply the models' training signal
RequirementsQualifications:- Strong feature engineering and applied ML on transactional or time-series data
- Hands-on experience with anomaly detection and unsupervised methods (e.g., isolation forests, density-based methods, autoencoders)
- Solid statistical foundations, including model calibration and working with imperfect labels
- Production ML experience - you ship, monitor, and maintain models over time
- Comfort scaling a modeling approach across many detectors, market types, and venues, rather than building one-off models
- Fraud, risk, integrity, or market-surveillance domain experience a plus
- FIX / market-microstructure fluency a plus; on-chain data familiarity a plus
BenefitsPosition Location:This is an onsite position based out of our Santa Monica, CA or New York, NY offices.
Compensation: The base pay for this position is $190,000-290,000. A bonus will be provided as part of the compensation package, in addition to a full range of medical, financial, and/or other benefits.
