ML Researcher

You will

• Apply a rigorous scientific method, advanced mathematical and statistical methods to build ML models for large datasets.
• Perform alpha research, execution research and models performance optimization in close collaboration with Quants and Engineers.
• Explore and analyze existing and new datasets to create highly predictive features and insights.
• Develop, backtest, deploy, maintain and monitor different ML models.
• Stay up to date with state-of-the-art technologies and tools including technical libraries, computing environments and academic research.

We are looking for

• An advanced Degree from a top-tier university (i.e. Mathematics, Physics, Computer Science, etc.) 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.
• High proficiency in Math and DS with focusing on time series domain, and personal achievements in any quantitative field or competition (Kaggle, hackathons, olympiads, academic competitions, etc.).
• Experience with ML predictive modeling tools, libraries and workflow platforms, such as LightGBM, TensorFlow, Scikit-learn, XGBoost and MLflow.
• Strong interpersonal skills, ability to manage multiple tasks and thrive in a fast-paced team environment.

We offer you

• 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.
• Relocation to Limassol (Cyprus) or Harlem (the Netherlands).