A global quantitative trading firm is growing its machine learning group and hiring research scientists into it.

About the Role

You will apply modern machine learning to forecasting problems across the firm's markets, spanning time series, natural language and related domains, and your models will feed directly into trading strategy and decision-making. The datasets are among the highest quality available in the industry, and the gap between a research result and its effect on live trading is short.

The firm wants researchers who have already applied deep learning to hard, high-stakes problems, who understand a range of techniques rather than one, and who enjoy the experimental work of architecture selection, feature engineering and tuning that makes a model hold up outside the lab.

Key Responsibilities

  • Research and build ML models that improve trading strategies, with an emphasis on deep learning and on deploying at scale
  • Work with researchers, developers and traders to improve models already running and to test new algorithmic approaches
  • Design and run experiments using current ML tooling
  • Build automation that shortens the research and development cycle
  • Apply rigorous scientific method to extracting signal from complex data, and to understanding how markets behave
  • Work with engineering to implement and test models in production

Requirements

  • A PhD in computer science, machine learning, mathematics, physics, statistics or a related field
  • A strong record of applied ML in academia or industry, with five or more years building deep learning systems that mattered
  • A strong publication record at leading conferences such as NeurIPS, ICML or ICLR
  • Strong programming in Python, C++, or both
  • Practical experience with frameworks such as PyTorch or TensorFlow, particularly in production
  • Hands-on experience applying deep learning to time series data
  • A firm foundation in mathematics, statistics and algorithm design
  • Creative problem-solving and a research-driven mindset, with a demonstrated ability to work well in a team

What the Firm Offers

  • A strong team of researchers, engineers and traders to work alongside
  • Excellent financial data and high-performance computing resources
  • Work that affects live trading performance directly
  • An intellectually rigorous, collaborative environment with global reach