Data Scientist

About the role

Trillium is a leading proprietary trading firm active in US Equities, US Options, Canadian Equities, and OTC Equities. With trading technology built, tested, and optimized in-house, our engineers and technologists collaborate with our traders to deliver tools and functionality designed to support their needs. Our passion for the markets and our drive to succeed have propelled our track record of growth and profitability for over 20 years. At Trillium, we are a team of problem solvers and independent thinkers dedicated to seizing market opportunities.

We are headquartered in New York City, with additional trading floors in Chicago and Miami. To learn more about Trillium, visit www.trlm.com

The Role Trillium has traded its own capital for over twenty years. Over that time we’ve built an unusually complete dataset — every trade and every trader’s full history, from first day onward. This role exists to put that data to work: to uncover what it can tell us about trading, risk, and the business, and to build the data science function that will keep doing so.

As our first dedicated Data Scientist, you’ll own the function from the start: building the models and reporting that answer the firm’s most important questions, and putting results in front of leadership. The first priorities are already defined; over time, we expect you to become a partner in setting new priorities and to open up lines of inquiry we haven’t thought of yet. The problems are concrete. Which early indicators separate traders who go on to sustained success from those who don’t. How to measure and manage risk as we expand into options, futures, and prediction markets. How to forecast headcount and seat demand across three offices. How to make a growing body of unstructured text useful.

You’ll report to our Managing Director of Trading and work directly with traders, technologists, and business leadership. A data engineering partner keeps pipelines and datasets clean and reliable so your time goes to analysis and modeling. There is no analytics organization yet; you’ll help define what it becomes. We’re looking for someone who is rigorous, self-directed, and comfortable being the only expert in the room — and who uses AI tooling as a normal part of how analytical work gets done.

Responsibilities

- Build and maintain the dashboards and reporting that leadership, traders, and business teams use to track trading performance, risk, headcount, and firm-level metrics

- Lead deep-dive analyses and predictive modeling on the firm’s strategic questions, owning each from framing through delivery

- Apply NLP to unstructured text across the business — internal communications, survey and feedback data, and external text sources — building classifiers, extracting themes, and summarizing at scale

- Set research priorities directly with leadership and keep them aligned with firm strategy

- Work with your data engineering partner to make new datasets fast, clean, and reliable, and with technology and business teams to scope requirements and expand what the firm can measure