San Francisco based prop trading firm is looking to recruit a quantitative researcher.
You will work on large scale data problems utilizing some of the most advanced AI technology in the world. You will be deeply involved in uncovering the hidden patterns that drive the global trading models. You will help with the full cycle of algorithmic trading from back-end data processing through to alpha research. As an integral part of one of the portfolio management teams, your work will directly contribute to the success of new and existing trading strategies.
- A degree in CS, Physics, Engineering, Stats or Applied Math from a top-tier university with 2-5 years of industry experience.
- Experience applying machine learning techniques to large-scale noisy datasets.
- In-depth knowledge of the tradeoffs of common machine learning algorithms, feature engineering and model evaluation.
- Production coding experience in a Linux environment in Python or another high-level language.
- Proficient with relational database technologies.
- A strong foundation in linear algebra, statistics and probability.
- Intellectual curiosity and desire to learn unfamiliar technologies and statistical methods.
- Experience with large-scale data management and processing infrastructure
- NLP research experience
- Practical experience with training and testing deep learning networks using open source technologies (Keras, TensorFlow, etc.)
- Interest and enthusiasm in financial markets (previous financial industry experience not required)
Please send a PDF resume to email@example.com