Machine Learning Group hiring Quant Researcher/ Chicago

Role:-

Your role will be to work on sysatematic , short- term and mid term strategies in futures/ currency markets.

• Conduct quantitative research with PM and other quants to develop and backtest different machine learning and statistical models, as well as productionize such models.
• Combine sound financial insights and machine learning techniques to explore, analyze, and harness a large variety of datasets.
• Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research.

Requirements:-

• PhD degree in Computer Science/Engineering or Statistics with specialization in Machine Learning
• Strongly skilled/expert in Python or R programming and familiarity with popular machine learning/deep learning/statistical packages (such as scikit-learn, TensorFlow, PyTorch, etc.)
• Demonstrate excellent communication, analytical and quantitative skills
• Experience with Linux operating system and working environment
• Experience in C++ coding
• Experience and success working with boost libraries
• Experience working with AWS/distributed computing environment
• Knowledge in numerical optimization and scientific computation
• Strong academic background with publications in top machine learning/statistics journal/conferences
• Experience working independently as well as collaboratively in a fast-paced environment.

Apply:-

Please send a PDF resume to quants@ekafinance.com