Unique opportunity to join one of the most famous and successful High Frequency Trading teams in the world. This role reports directly to the head of this team, who is regarded as one of the greatest quants and traders in a generation.
You do not need to have financial experience, but their expectation is that you will be one of the top 0.1% of Mathematical and Machine Learning researchers in the world, with all the associated accolades to back up your expertise
.This team’s focus is on Mathematical modelling excellence and cutting-edge Machine Learning research. We are looking for a candidate with a passion for mathematical research and depth, but with an obsession with making sophisticated models work in the real worl
d.R
- oleDesigning and developing deep learning models for time-series and signal predicti
- on.Making models more robust and optimi
- sedWorking with technologists to turn research into production syste
- ms.Learning about the markets and market structure to achieve better modelling outcomes and succe
- ss.This role is not applying basic methods to clean data. This is real ML research on challenging d
ataNe
- ededMSc or PhD research experience, published in the top journals and highly c
- itedEvidence of novel ability in Maths, Stats, Machine Learning or Computer Science, i.e., Publications, industrial research, open-source contribution
- s…Experience designing and developing large models. Superb time-series modelling, reinforcement learning, causal inference, probabilistic modelling, optimisation,
- etcExposure to taking your research beyond a prototype is highly desira
- ble.Deep understanding of modern deep learning: architectures, objectives, optimisation, scaling, evaluation and failure mo
- des.Exceptional mathematical and statistical groun
- dingExcellent programming – any language (demonstra
- ble)Research process excell
ence…
