Avatar for Theorem LP

Data Science for Marketplace Lending

Research Engineer

$150k – $230k • 0.1% – 1.0%
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What you bring to the table:
* Professional experience in designing systems, and with numerical or scientific computing.

* We value correctness, maintainability, elegance, and testability of code. We want to do things the right way over just getting things “done.” We’re strict about our code style and quality so that you don’t have to spend your time tracking down other peoples’ bugs.

* Coding skill in Python, C++ or similar. We currently use Python, but welcome developers of any background, as long as you can pick up Python. Experience with numpy/scipy/pandas is a big plus.

* Experience with databases and dev ops preferred. Machine Learning experience is a big plus, but not required.

* Experience in writing fast code (especially numerical code) is a big plus. (No, we are not a high frequency trading shop.)

* Experience doing research in any scientific field is a plus.

What you’ll do:
* You’ll develop and implement solutions for real world, large-scale machine learning/statistical problems.

* You’ll build and maintain our best in class execution systems, data pipeline, backtester and model validation systems

* We’re exploring ideas across multiple disciplines: computer science, statistics, biostatistics, survival analysis and epidemiology including supervised learning, natural language processing, imbalanced data and anomaly detection, time series, feature extraction and selection, and many, many other areas.


Theorem (theoremlp.com) is a company at the intersection of technology and finance.

We are a small team of fewer than 10 with a diversity of ideas and backgrounds applying machine learning, software engineering and rigorous scientific investigation to revamp the lending and securitization space. Every member of the team has a major impact on the company's success, and gets to see their contributions working in the real world . Building good financial forecasting models is extremely challenging from both a technology and research point of view.

We were founded by a Google software engineer and a Morgan Stanley quant trader. We are a Y Combinator graduate and our backers include Max Levchin, Two Sigma and major VCs.

We are based in San Francisco, close to Caltrain and BART. We deeply value intellectual curiosity, creative idea generation, and close collaboration. We offer above market equity and cash compensation, including a profit sharing agreement, and have a generous maternity leave policy.

Healthcare benefit

Covered medical, dental, vision, and life insurance.

Retirement benefit

401k contributions.

Parental_leave benefit

Paid maternity and paternity leave.

Equity benefit

Competitive salary, bonuses, and equity.

Generous_vacation benefit

Unlimited vacation days

Company_events benefit

Paid team offsites and catered meals.

Theorem LP at a glance

Data Science for Marketplace Lending

Theorem LP focuses on Financial Services, Machine Learning, Finance, Software Engineering, and Fin Tech. Their company has offices in San Francisco. They have a small team that's between 11-50 employees. To date, Theorem LP has raised $2.5M of funding; their latest round was closed on March 2014.

You can view their website at http://www.theoremlp.com

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