Quant machine learning group are recruiting a PhD quant researcher to be based in their Chicago group.
Your role will be to work on sysatematic , short- term and mid term strategies in futures/ currency markets.
- Conduct quantitative research with PM and other quants to develop and backtest different machine learning and statistical models, as well as productionize such models.
- Combine sound financial insights and machine learning techniques to explore, analyze, and harness a large variety of datasets.
- Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research.
- PhD degree in Computer Science/Engineering or Statistics with specialization in Machine Learning
- Strongly skilled/expert in Python or R programming and familiarity with popular machine learning/deep learning/statistical packages (such as scikit-learn, TensorFlow, PyTorch, etc.)
- Demonstrate excellent communication, analytical and quantitative skills
- Experience with Linux operating system and working environment
- Experience in C++ coding
- Experience and success working with boost libraries
- Experience working with AWS/distributed computing environment
- Knowledge in numerical optimization and scientific computation
- Strong academic background with publications in top machine learning/statistics journal/conferences
- Experience working independently as well as collaboratively in a fast-paced environment.
Please send a PDF resume to firstname.lastname@example.org