ML Quantitative Researcher
Full-time
Company Description
We are a global algo trading company fully dedicated to technology. Our brilliant team comprises 100+ individuals scattered across the globe. Seventy percent of our team members are technical specialists, encompassing development, infrastructure, testing, and analytics, while the rest comprise business units, including operations, legal, finance, etc.
Job Description
We are seeking a talented and driven ML Quantitative Researcher to join our team to build and enhance a comprehensive automated research framework and pipeline. This role is integral to our mission of developing innovative and effective trading strategies.
Key Responsibilities:
Feature engineering, combination and monetization; Research and develop a robust library of predictors and features; Research and design novel predictors, leveraging machine learning techniques and neural networks; R&D of linear and non-linear combination of features; Hyper-parameter optimization and monetization of forecasts; Execution and alpha for forecast monetization and risk management; Post-trade research; Collaborate with the trading team to integrate predictors into taking and market making strategies; Analyze and optimize multi-horizon HFT and MFT trading strategies; Conduct rigorous backtesting and validation of predictive models; Continuously monitor and improve the performance of existing predictors and the whole calibration pipeline; Research and monetize different asset classes and markets.
Qualifications
Requirements: Proven experience in research, development and monetization of predictors Knowledge of machine learning techniques (experience with neural networks is a plus); Understanding and experience with taking or market making trading strategies; Proven track record of working with HFT or MFT strategies; Strong programming skills in Python, C++ or Rust. Proficiency in other programming languages is a plus.
Preferred Qualifications:
Advanced degree (PhD or Master's) in a quantitative discipline such as Computer Science, Statistics, Mathematics, Physics or a related field; Experience with statistical analysis, data mining, and predictive modeling; Proven track record of several profitable strategies in HFT/MFT; Strong problem-solving skills and the ability to work both independently and as part of a team; Excellent communication skills, with the ability to clearly explain complex concepts to non-specialists.
ML Quantitative Researcher
Dubai - United Arab Emirates * Full-time
