- Assist in building and maintaining the machine learning and feature engineering pipeline for MFT trading strategies.
- Conduct data-driven market research to identify patterns features and signals relevant to short- to medium-term alpha generation.
- Contribute to model training validation and performance analysis across diverse datasets (e.g. equities futures).
- Implement proof-of-concept trading models and help backtest hypotheses using large-scale historical data.
- Collaborate closely with senior quants data engineers and infrastructure teams to ensure efficient data flow and model deployment.
- Continuously evaluate model performance adapt to evolving market conditions and propose refinements.
Qualifications :
- 12 years of experience in a quantitative research or data science role (finance trading or applied ML preferred).
- Strong understanding of machine learning workflows (data preparation feature generation model validation).
- Good grasp of statistics time-series analysis and predictive modeling.
- Working knowledge of Python and common data libraries (Pandas NumPy Scikit-learn PyTorch etc.).
- Familiarity with financial data structures (tick data OHLCV bars order book/L2 data) is a plus.
- Strong analytical and problem-solving skills with attention to detail.
- Ability to work both independently and collaboratively in a distributed team.
- Clear communicator with a genuine interest in markets and applied research.
Nice to have:
- Masters degree in a quantitative field (Computer Science Mathematics Statistics Physics Engineering or similar).
- Exposure to quantitative trading or research environments (internships or projects welcome).
- Experience with feature pipelines MLOps frameworks or data versioning tools.
- Interest in market microstructure feature selection or model-based execution.
- Familiarity with C or Rust is a plus.
Additional Information :
What we offer:
- Experience a modern international technology company without the burden of bureaucracy.
- Collaborate with industry-leading professionals including former employees of Tower DRW Broadridge Credit Suisse and more.
- Enjoy excellent opportunities for professional growth and self-realization.
- Work remotely from anywhere in the world with a flexible schedule.
- Receive compensation for health insurance sports activities and non-professional training.
Please note: visa sponsorship is not available for this role. Applicants must be legally authorized to work in the United States without the need for current or future employer-sponsored work authorization.
Remote Work :
Yes
Employment Type :
Full-time
Assist in building and maintaining the machine learning and feature engineering pipeline for MFT trading strategies.Conduct data-driven market research to identify patterns features and signals relevant to short- to medium-term alpha generation.Contribute to model training validation and performance...
- Assist in building and maintaining the machine learning and feature engineering pipeline for MFT trading strategies.
- Conduct data-driven market research to identify patterns features and signals relevant to short- to medium-term alpha generation.
- Contribute to model training validation and performance analysis across diverse datasets (e.g. equities futures).
- Implement proof-of-concept trading models and help backtest hypotheses using large-scale historical data.
- Collaborate closely with senior quants data engineers and infrastructure teams to ensure efficient data flow and model deployment.
- Continuously evaluate model performance adapt to evolving market conditions and propose refinements.
Qualifications :
- 12 years of experience in a quantitative research or data science role (finance trading or applied ML preferred).
- Strong understanding of machine learning workflows (data preparation feature generation model validation).
- Good grasp of statistics time-series analysis and predictive modeling.
- Working knowledge of Python and common data libraries (Pandas NumPy Scikit-learn PyTorch etc.).
- Familiarity with financial data structures (tick data OHLCV bars order book/L2 data) is a plus.
- Strong analytical and problem-solving skills with attention to detail.
- Ability to work both independently and collaboratively in a distributed team.
- Clear communicator with a genuine interest in markets and applied research.
Nice to have:
- Masters degree in a quantitative field (Computer Science Mathematics Statistics Physics Engineering or similar).
- Exposure to quantitative trading or research environments (internships or projects welcome).
- Experience with feature pipelines MLOps frameworks or data versioning tools.
- Interest in market microstructure feature selection or model-based execution.
- Familiarity with C or Rust is a plus.
Additional Information :
What we offer:
- Experience a modern international technology company without the burden of bureaucracy.
- Collaborate with industry-leading professionals including former employees of Tower DRW Broadridge Credit Suisse and more.
- Enjoy excellent opportunities for professional growth and self-realization.
- Work remotely from anywhere in the world with a flexible schedule.
- Receive compensation for health insurance sports activities and non-professional training.
Please note: visa sponsorship is not available for this role. Applicants must be legally authorized to work in the United States without the need for current or future employer-sponsored work authorization.
Remote Work :
Yes
Employment Type :
Full-time
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