ML Research Engineer

We will trust you

• Alpha research, execution research, and models performance optimization.
• Perform quantitative research as a part of a team to develop and backtest different ML and statistical models.
• Apply advanced mathematical and statistical methods to build financial models and apply ML to large data sets.
• Explore new trading ideas by analyzing market data and optimizing models in close collaboration with other quants.
• Stay up to date with state-of-the-art technologies and tools including technical libraries, computing environments, and academic research.

We are looking for

• Advanced degree (Ph.D. preferred) in Applied Mathematics, Physics, DS / ML, or Computer Science as well as similar experience in the field of Quantitative Finance.
• Excellent knowledge of probability and statistics, including experimental design, predictive modeling, optimization, and inference.
• Solid understanding of ML fundamentals, workflows, and how to deal with large data sets for analytical approach and quantitative methods.
• Work experience in analytics and data science focusing on the time series domain and deploying statistical and ML models into production.
• Experienced with high-or-mid frequency trading strategies (systematic intraday trading).
• Highly proficient in C++ / Python and passionate about Math / DS / ML.

We offer

• To join our new promising R&D-direction and wide range of challenging non-trivial tasks.
• To be a part of a data-driven team of highly motivated and skilled engineers, architects, and mathematicians.
• Cutting-edge hardware and software in production (fast CPUs and network cards, fresh Linux and GCC, Conan for package management, latest Boost).
• No pressure from management, flexible workflow, and a wide range of opportunities to realize your own ideas.
• Competitive salary, social benefits, and relocation support.
• Twice per year, we have a performance review, according to the results of which you can count on a bonus equal to your annual salary or even more.