Machine Learning Researcher

Description

• Lead research in applying machine learning to a wide variety of datasets and trading problems
• Follow latest developments in academic research and incorporating research techniques from different fields of applications to our problems
• Improve tick-by-tick order book based time series feature sets using latest preprocessing techniques
• Work on current and develop new deep learning models to exploit large pool of in-house features and computing infrastructure
• Develop scalable pipeline for building predictive models across global markets
• Discover and implement new sources of predictive alpha, verify that they improve existing models, and integrate them into the firm's strategy development pipeline
• Partner with quant researchers and software developers in implementation of conducted research to production using Python / C++
• Advise infrastructure support team on latest developments on hardware and software to improve computing infrastructure for ML based research

Qualifications

• Masters or PhD in Computer Science, Mathematics, Statistics, or a related field
• At least two years of demonstrated experience of ML/AI research in a professional setting or at a reputable academic institution
• Track record of academic publications preferred
• Experience with software engineering in Python / C++
• Experience with Tensorflow, Keras, PyTorch is highly desirable

Benefits:

Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends!

Our perks have you covered.

• Competitive compensation
• Annual international team outing
• Fully covered commuting expenses
• Best-in-class health insurance
• Delightful catered breakfasts and lunches
• A well-stocked kitchen
• 4 week annual leaves along with market holidays
• Gym and sports club memberships
• Regular social events and clubs
• After work parties