Machine Learning Researcher - Modeller

Your Core Responsibilities

• Leverage deep learning techniques to improve prediction quality in a trading context
• Collaborate with feature engineers and traders, to help ensure the feature set is crafted and used to maximum effect
• Develop and improve sampling, weighting, cost, target, hyperparameters and network architecture to suit a range of problems and data presentations
• Push the team forward, by keeping abreast of the latest developments in industry and academia, and tackling some of the hardest problems we have in the quant space
• Mentor and grow the skills of more junior colleagues in the space, and clearly and simply explain complex concepts
• Apply understanding of distributed computing, and how to align training hardware and approach to rapidly achieve strong results on very large datasets

Your Skills and Experience

• Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects
• 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space. Have a proven track record of developing and improving deep learning models with proven outperformance in production
• Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other)
• Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers

About Us