Machine Learning Quantitative Researcher

As a key member of our dynamic Market Making team, you'll be at the forefront of developing and deploying cutting-edge algorithmic trading strategies. Harnessing the power of machine learning, you'll analyze market behavior to uncover hidden patterns and create innovative trading algorithms.

Your responsibilities will include:

• Designing, implementing, and deploying mid and high-frequency trading algorithms.
• Exploring market data and microstructure for patterns to identify potential trading opportunities.
• Developing tools to analyze vast datasets and extract valuable insights.
• Contributing to our libraries of analytical computations to enhance market data analysis and trading strategies.
• Developing, augmenting, and calibrating exchange simulators for realistic testing.

To succeed in this role, you'll need:

• A PhD in Machine Learning, Computer Science, Engineering, or Mathematics.
• A strong mathematical foundation in optimization, combinatorics, and/or game theory.
• At least 3 years of research experience in high or mid-frequency trading.
• Proficiency in backtesting, simulation, and statistical techniques.
• Solid data mining and analysis skills, including experience working with large datasets.
• Experience using neural networks for data analysis or familiarity with large language models or stable diffusion for financial data.
• A deep understanding of signal generation and statistical models.
• Strong programming skills in Python, MATLAB, or R.

If you're passionate about pushing the boundaries of algorithmic trading and have the skills to make a real impact, we want to hear from you.