Fixed Income Machine Learning Junior Scientist Fixed Income Machine Learning Junior Scientist …

Anson McCade
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 14 Jul 19
Negotiable
Anson McCade
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 14 Jul 19
Negotiable
Anson McCade
In this role you will engage in Quantitative Analysis and Artificial Intelligence research linked to FX/FI volatility and Fixed Income Financial Markets.

Fixed Income Machine Learning Junior Scientist

HK based

In this role you will engage in Quantitative Analysis and Artificial Intelligence research linked to FX/FI volatility and Fixed Income Financial Markets. Firstly, you would be expected to assist in building out foundational quantitative tools for Fixed Income Relative Value and FX Volatility Trading. Secondly, you would perform financial market prediction research on relative value portfolios of bonds, swaps and options using advanced Machine Learning and statistical methods. Thirdly, you would engage in AI research and development of self-learning algorithms linked to the trading of complex financial instruments. You will be working with large datasets, distributed computing and software development.

Responsibilities:

  • Assist in developing foundational quantitative tools linked to curve constructions, relative value indicators, FI derivative analytics and backtesting methods.
  • Perform prediction research on financial data using advanced Machine Learning and Statistical methods.
  • Perform AI research linked to training computers to take actions in a highly unpredictable, nonstationary environment. The types of algorithms we are interested in developing are "self-learning" in nature in the spirit of AlphaGo Zero.
  • Assist in various logistical tasks such as data acquisition/warehousing/cleaning and configuring High Performance Computer clusters.
  • Work with our client's IT department in implementing integrated AI-based solutions.

Qualifications:

  • D. in technical field such as Mathematics, Computer Science, Physics or Engineering. Extremely strong candidates with B.A./B.S/M.A./M.S. degrees will be considered.
  • High expertise in Python and either C#, Java or C++.
  • Up to one year of experience working in fixed income derivatives, ideally in a hedge fund or bank trading desk. Exceptional fresh graduates would also be considered.
  • Ideally academic, professional or extra-curricular experience in methods in Artificial Intelligence.
  • Demonstrable expertise in working with large datasets.
  • Knowledge of fixed income derivatives, at least from an academic perspective.

Other Competencies:

  • Highly Motivated, pro-active self-starter.
  • General technical Problem-solving expertise.
  • Strong passion for Artificial Intelligence.
  • Team player, collaborator.

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