Deep Learning Researcher – HFT Prop-Firm

My client is an HFT/prop trading house built by an American mathematician from scratch for 200 individuals over the last 15 years. The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.

We seek a Deep-Learning researcher with comprehensive academic or industrial experience in developing and experimenting with modern deep-learning architectures and original research in the AI field. The team is open to outbidding any available offers and remuneration expectations for the right person.

Requirements:

• PhD in any STEM field (Computer Science is a plus).
• Scientific publications in A Conferences (ICML, ICLR, NeurIPS, AAAI, UAI, KDD)
• At least 3 first-authored papers in the past 3 years
• Experience using ML techniques, knowledge of building out ML pipelines running for different streams.
• Proficient in Python. C++ will be an advantage but not a pre-requisite.
• Competition background is a strong plus (Kaggle / IMO / IMC / ICPC).

Responsibilities:

• Building out original research in artificial intelligence space.
• Collaborate with Quantitative Researchers in improving signals in HFT side of the business.
• Using AI models in developing and deploying arbitrage strategies.
• Analysing and wrangling with huge amount of unstructured data.
• Feature designing and contribution to the research pipeline.
• Leading and mentoring junior team members.
• CQF preferred