quantitative Researcher Machine learning

The principle focus of this role will be to apply sound financial intuition as well as statistical knowledge to develop and backtest new models for intraday equity prediction. The researcherwill be responsible for collaborating with other team members to explore analyze and extract value from a large number of datasets from our existing data platform. Successful candidates will utilize the existing distributed machine learning and analysis tools to do largescale equity alpha research for predictive modeling and optimization as well as to aid in the development of new tools to shorten the research loop.

Responsibilities

• Utilize statistical learning techniques to explore and analyze a large and diverse set of datasets
• Combine financial and statistical intuition to develop new features and models to be used in our investment process
• Collaborate with the PM to suggest new directions and methods to improve our trading and research processes

Required Skills

• Advanced degree in Computer Science Engineering Applied Mathematics or related STEM field. Bachelors from a top university with relevant years of experience are also considered.
• Strong programming background with proficiency in Python Pandas Numpy and related scientific computing technologies
• Competent with version control release cycles and unit testing
• Strong communication skills

Preferred Skills

• Experience managing the development and deployment of machinelearning models in a production environment
• Strong data experience including fitting models with financial data

Why is This a Great Opportunity

Major leading quantitative investment company focused on computerdriven trading in global financial markets. We are a team of researchers engineers and financial industry professionals using sophisticated statistical models to analyze data and identify predictive signals to generate superior investment returns. Investment teams each focus on their independent strategies while utilizing the firms proprietary stateoftheart technology and data platform to optimize their alpha research. We are passionate about implementing scientific and mathematical methods to explore isolate and solve problems in the global financial markets. We believe that career fulfillment and enterprise success converge when smart hardworking and intellectually curious people come together with a shared goal of innovation and the pursuit of excellence.

The Team

The researcher will join a small team led by a Portfolio Manager with 15 years of experience developing systems to apply machine learning to petabytescale problems in production environments and nearly 10 years of experience developing predictive models in the global equity markets. The team has a focus on systematic intraday shortterm and mediumterm equity strategies that have a statistical edge without being latencysensitive. A successful candidate will work closely with the Portfolio Manager and have exposure to an extensive and mature technology portfolio that includes distributed machine learning research analysis and backtesting systems that should enable applicants to quickly make a direct impact on the P&L of the team with little to no operational burden

Salary Type : Annual Salary

Salary Min : $ 200

Salary Max : $ 250

Currency Type : USD