We are looking for a Quantitative Researcher to join our top-notch team. Your will perform research in the field of low-latency ML with a limitation of nanoseconds and engage in the development of current solutions.
Your future tasks:
Reconstruct the ML research direction within the department
Develop models to predict price changes or changes of derived trading parameters
Take a deep dive into market microstructure to develop new features of models, investigate the existing ones and discover new trading opportunities
We expect:
Strong educational background in Computer Science, Maths, or other quantitative fields
At least 1 year of working experience in ML
Hands-on experience with Python (Keras, PyTorch, SciPy, NumPy, Numba), C++, Linux
Deep understanding of Data Structures and Algorithms
Knowledge of probability theory, mathematical statistics, ML (CatBoost/ XGBoost, linear/ logistic regression), DL (recurrent and convolutional neural networks), and time series models (ARIMA, LSTM)
High rank in Kaggle/ Math and Programming Olympiads and Contests background
Fluent English
We offer:
Competitive salary
Semi-annual performance-based bonus
Relocation support (visa, tickets, administration, etc.)
Gym compensation
Health and dental coverage
Wellbeing program
Meals and snacks in the office
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