Job Overview
We are seeking a talented and driven ML Quantitative Researcher to join our team to build and enhance a comprehensive automated research framework and pipeline. This role is integral to our mission of developing innovative and effective trading strategies.
- Feature engineering, combination and monetization;
- Research and develop a robust library of predictors and features;
- Research and design novel predictors, leveraging machine learning techniques and neural networks;
- R&D of linear and non-linear combination of features;
- Hyper-parameter optimization and monetization of forecasts;
- Execution and alpha for forecast monetization and risk management;
- Post-trade research;
- Collaborate with the trading team to integrate predictors into taking and market making strategies;
- Analyze and optimize multi-horizon HFT and MFT trading strategies;
- Conduct rigorous back testing and validation of predictive models;
- Continuously monitor and improve the performance of existing predictors and the whole calibration pipeline;
- Research and monetize different asset classes and markets.
- Leading an open-ended research project from concept to production: finding compelling problems well suited to current and projected LLM capabilities.
- Collaborating extensively with trading teams to understand requirements and constraints, and continuously improving model design, tools, and infrastructure.
Qualifications:
- Proven experience in research, development and monetization of predictors
- Knowledge of machine learning techniques (experience with neural networks is a plus);
- Understanding and experience with taking or market making trading strategies;
- Proven track record of working with HFT or MFT strategies;
- Strong programming skills in Python, C++ or Rust. Proficiency in other programming languages is a plus.
- Preferred Qualifications: Advanced degree (PhD or Master’s) in a quantitative discipline such as Computer Science, Statistics, Mathematics, Physics or a related field;
- Experience with statistical analysis, data mining, and predictive modeling;
- Proven track record of several profitable strategies in HFT/MFT;
- Strong problem-solving skills and the ability to work both independently and as part of a team;
- Excellent communication skills, with the ability to clearly explain complex concepts to non-specialists
Are you interested in this position?
Apply by clicking on the “Apply Now” button below!
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