Founding ML Engineer

Company

Lake Shore Dynamics is building a cutting-edge simulation platform for high frequency financial data. We are building proprietary generative AI models to simulate financial markets from the ground up, with the goal of giving traders access the most realistic sense of their trading strategies’ performance in current market conditions.

We are a group of researchers with backgrounds in math, economics, trading and computer science, operating on the frontier of AI research. We are currently two Co-Founders and a Founding Engineer, supported by two professors from top US universities (UChicago and UCLA), and a dedicated mentor with exits to Microsoft and Paypal.

We are building a machine learning based simulation framework from first principles, and are thus seeking an innovative, curious mind that will be a strong cultural fit with our small team.

Responsibilities

The focus of this role is machine learning:

• Machine learning research pipeline development
• Model research and enhancements
• Financial data research and development
• Model evaluation and visualization
• Daily stand ups with continuous team support and interaction
• Team travel
• Continuous growth and mentorship

Please ONLY apply if you qualify for the role, there will be no exceptions:

• Based in Netherlands and/or are willing to work in Amsterdam
• Available to start the position soon (ideally, immediately)
• 4+ years total experience in Python and/or C++ and/or Rust
• 1+ years industry experience as a developer at a reputable company
• Academics and/or experience exhibiting a strong background in computer science, statistics, mathematics, machine learning and data science
• Exceptional communication skills in English with the ability to communicate and collaborate with cross-functional teams
• Git/version control
• Experience with Linux servers

Bonus Skills

• Cloud development experience (GCP and/or AWS)
• Time series knowledge
• Rust, Polars, PyTorch, Jax, Equinox, Flax, Cuda

Other than these skills, we don’t expect you to have everything required for this job out of the box. We will work with you to develop and refine your skillset to fulfill the requirements for the successful execution role. We expect keen interest and the ability to go deep into subjects with practical, deliverable aims in mind. We also expect a deep commitment and contribution to our evolving philosophy on processes and best practices.

And because you are a detail-oriented person who is genuinely interested in this unique opportunity, you will email daniel at lake shore dynamics dot com with your cover letter and resume to demonstrate your keen ability to parse through dense information.

Particulars

• Competitive salary
• Equity stake in a growing, American company with industry and VC backing
• We will sponsor your Dutch visa, by which you will be eligible for the 30% ruling