My client, a global electronic market-maker is looking for a Data Scientist/ Machine Learning Researcher to be part of their systematic trading team. This is a niche innovative team focused on creating and optimising strategies across a range of financial instruments, through market microstructure analysis. The team’s mission is to further the company’s level of automation of both strategy execution and creation. To this end, they work with cutting-edge tools and techniques inspired by statistics, machine learning and artificial intelligence.
Play a direct role in developing statistical descriptive or predictive models and new trading strategies, through optimization and machine learning techniques;
Analyze and optimise behaviour of models and strategies by simulating execution on historical data and explaining results;
Verify hypotheses by implementing statistical analyses on signals and other trading data;
Compare performance of different optimization and machine learning techniques on a given problem, and advance the state-of-the-art by introducing new techniques;
Capture and formalize trader knowledge and create new models based on this knowledge;
Review academic and industry research and implement promising ideas and techniques;
Design efficient numerical algorithms and implement high-performance computing solutions;
Design and implement innovative solutions for visualizing and analysing large datasets.
Advanced knowledge (PhD/Msc level) of one or more of the following fields: probability theory, statistical optimization, machine learning, statistical mechanics, knowledge engineering, game theory, operations research / control theory;
Machine Learning Knowledge is absolutely essential.
Practical programming experience in any language; Python and/or C++ preferred;
Curiosity and inquisitiveness, eagerness to learn and improve each day;
A constructive critical attitude;
Affinity with financial markets is not required, but would be beneficial.
What you'll get
My client is above all a state of mind. They are looking for people who believe in daily improvement, like to be seriously rewarded for performance and can easily adapt to change and enjoy some humour and fun.
To be concrete, they offer excellent remuneration. In addition you will also be offered great secondary benefits such as attractive profit sharing structure, fully paid first-class commuting expenses, a premium-free pension, training opportunities, discounts on health insurance, breakfast and lunch facilities, Friday afternoon drinks and even a weekly in-house chair massage.