Company

Lake Shore Dynamics is building a cutting-edge simulation platform for high frequency financial data. We are building proprietary generative models to simulate financial markets from the ground up, with the goal of giving traders access to 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 building a machine learning based simulation framework from first principles, and are seeking a talented developer that will be a strong cultural fit with our small, fast-paced team.

Requirements

• 4+ years total experience in Python, and C++ and/or Rust (or equivalent)
• 1+ years industry experience as a developer at a reputable company
• Academic record and/or experience demonstrating a strong background in computer science, with proficient knowledge of 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

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

• Based in the Netherlands and/or are willing to work in Amsterdam
• EU Citizen or otherwise authorized to work in the Netherlands without sponsorship
• Available to start the position soon

Particulars

• Competitive salary, eligible for the 30% ruling (if recruited from abroad)
• Continuous growth and mentorship
• Team travel and meals

Responsibilities

The focus of this role is the application and development of our machine learning framework:

• Development of core framework
• Client-specific use cases and applications of framework
• Working with input and direction from both technical leadership and research teams
• Financial data research and development, with regular presentations
• Model training and performance reporting
• Daily stand ups with continuous team support and interaction

Bonus Skills

• Cloud development experience (GCP and/or AWS)
• Experience with ML training pipelines and model deployment
• Dev ops

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 of the 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.