Join a systematic fund as a Quantitative Researcher in their venture to develop a high-frequency trading platform using machine learning and deep learning scientific techniques. This is a rare opportunity to work closely with a high caliber team of well-renowned individuals that have proven track records from tier-1 funds.
Offering a market leading cash compensation package.
Responsibilities:
Apply scientific techniques including machine learning, deep learning, NLPs, and neural networks to many types of complex finance problems.
Use your applied ML research to generate sophisticated high-frequency trading models.
Assist with building out and growing a new high-frequency trading area of the business with a unique chance to learn from a highly successful team.
Create and test complex investment ideas and partner with engineers to test your hypotheses.
Research new ideas focused on statistics, machine learning, and data science to share with the team.
Profile requirements:
Degree in a technical or quantitative discipline, like statistics, mathematics, physics, engineering, or computer science.
Experience with at least one programming language (C, C++, Java, or Python).
Experience with applied machine learning and/or deep learning techniques in finance.
A generous total compensation package is on offer with strong progression opportunities. This is an urgent requirement and the firm are looking for the successful candidate to start as soon as possible.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Finance and Research
Industries
Capital Markets and Financial Services
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