Machine Learning Researcher

About the role

Discover and implement new sources of predictive alpha, verify that they improve existing models, and integrate them into the firm's strategy development pipeline

What you'll do

• 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

What you need

• 2–5 yrs of experience
• Machine learning
• Python
• Statistics
• C++
• Deep learning
• PhD or M.Tech or MCA or M.Sc

Good to have

• TensorFlow
• PyTorch