Machine Learning Researcher

The Role

• Investigate, evaluate, and prototype innovative algorithmic solutions using novel machine learning and deep learning techniques. Reinforcement learning experience is a bonus
• Results oriented mindset with a focus on developing deep learning models that directly impact P&L
• Implement sophisticated ML approaches for forecasting, feature engineering, and optimization challenges
• Conduct empirical ML research across multiple problem domains, rapidly prototyping and iterating novel architectures in Python/PyTorch/TensorFlow to solve challenging market problems
• Apply logical and mathematical reasoning to translate cutting-edge research methods between application areas. Adapt techniques from your area of expertise to achieve breakthrough results in the financial markets
• Possess a strong production mindset with emphasis on delivering solutions that create bottom-line value and tangible business outcomes
• Partner with quantitative traders, researchers, and developers across teams to transform market insights into actionable data features and predictive models

The Candidate

• Minimum 2 years of applied experience developing deep learning solutions across diverse fields
• Proven capability in applying machine learning methodologies between different problem domains and application areas
• Strong production mindset with emphasis on delivering solutions that create bottom-line value and tangible business outcomes
• Proficient in rapid prototyping and iterative development using Python and contemporary deep learning frameworks
• Advanced programming expertise in areas such as core PyTorch/JAX framework development. Exposure to C++ in production environments is a plus
• Comfortable partnering with other researchers, developers, and traders and working on cross-functional projects in a collaborative environment

Pay

Salary Range: $200,000 - $300,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)