My client is an HFT/prop trading house built by an American mathematician from scratch for 200 individuals over the last 15 years. The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.
We seek a Deep-Learning researcher with comprehensive academic or industrial experience in developing and experimenting with modern deep-learning architectures and original research in the AI field. The team is open to outbidding any available offers and remuneration expectations for the right person.
Requirements:
- PhD in any STEM field (Computer Science is a plus).
- Scientific publications in A Conferences (ICML, ICLR, NeurIPS, AAAI, UAI, KDD)
- At least 3 first-authored papers in the past 3 years
- Experience using ML techniques, knowledge of building out ML pipelines running for different streams.
- Proficient in Python. C++ will be an advantage but not a pre-requisite.
- Competition background is a strong plus (Kaggle / IMO / IMC / ICPC).
Responsibilities:
- Building out original research in artificial intelligence space.
- Collaborate with Quantitative Researchers in improving signals in HFT side of the business.
- Using AI models in developing and deploying arbitrage strategies.
- Analysing and wrangling with huge amount of unstructured data.
- Feature designing and contribution to the research pipeline.
- Leading and mentoring junior team members.
- CQF preferred