Machine Leaming Engineer - Applied ML for Trading Signals

Principal Responsibilities

• Develop and optimize tree-based ensemble models (LightGBM, XGBoost, CatBoost) for intraday alpha prediction
• Design and implement end-to-end ML pipelines: feature engineering, training, validation, deployment, and monitoring
• Build robust cross-validation frameworks adapted to financial time-series (purged k-fold, walk-forward)
• Engineer features from market microstructure data: order flow imbalance, spread dynamics, volume patterns, cross-asset signals
• Implement model explainability tools (SHAP, feature importance) to understand and validate signal sources
• Optimize model inference for low-latency production deployment
• Monitor model performance in production: detect drift, staleness, and regime changes
• Collaborate with the C++ developer to integrate ML predictions into the real-time trading engine
• Experiment with TabPFN and other rapid-prototyping tools for fast signal discovery

Required Skills / Qualifications

• Master's degree in Computer Science, Statistics, Mathematics, Machine Learning, or a related quantitative field
• 3+ years of experience building and deploying ML models in a production environment, preferably in finance
• Deep expertise in tree-based ensemble methods: LightGBM, XGBoost, CatBoost including hyperparameter tuning, regularization, and feature selection
• Strong programming skills in Python with proficiency in scikit-learn, Polars/Pandas, NumPy
• Strong understanding of overfitting, data leakage, and proper evaluation methodology for financial time-series
• Excellent analytical thinking, attention to detail, and intellectual curiosity
• Excellent communication skills and ability to explain model behavior to non-ML stakeholders
• Familiarity with Al-assisted development tools (Cursor, Claude Code)

Preferred Skills / Experience

• Experience with financial market data (tick data, order book, corporate actions)
• Knowledge of market microstructure and intraday trading dynamics

Pay

The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future.