Great opportunity to join a top tier firm within their systematic trading business as an AI architect.
Systematic Trading AI Architect Quant - VP level
This group is looking for a quantitative researcher for the Equity Derivatives Flow business. The group's objective is to drive the automation and optimization of volatility trading, which includes pricing and hedging client trades, managing portfolio risks, market making and electronic execution. The role involves contributing to all these fronts in partnership with the trading desks, by making extensive use of data and AI.
To be a successful candidate, you need to be business driven and to have extensive practical experience in applying data science to real world problems. In particular, your ability to implement AI industrially using state of the art techniques, tools and infrastructures is essential. Excellent communication skills and drive to promote AI in financial markets are key for the role.
You'll contribute to the strategic agenda to transform the firm into a data-led business and drive change through innovation. Specifically, you'll have the chance to:
- Use AI to contribute directly to the business and client franchise; identify and generate revenue opportunities while working in close partnership with trading desks.
- Work on the Equity Derivatives Flow trading desk to automatize and optimize trading with AI: build data-driven analytics and algorithms for quoting client trades, managing the risks, optimizing delta hedging, and executing trades electronically.
- Build tools, processes and infrastructure to industrialize AI research and implementation; train the QR team to use them to be more productive and promote AI in general.
- Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and trading algorithms to manage client flow and risk inventory, support their daily usage and analyse their performance.
- A strong quantitative background and mindset, as well as practical problem-solving skills.
- Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Quantitative Finance, Economics, Computer Science, Data Science...)
- Extensive AI and data analytics skills gained through hands-on experience. Also expertise delivering production grade models using state of the art AI techniques, tools and infrastructures.
- Extensive experience with state of the art AI libraries, tools and infrastructure (e.g. TensorFlow, Keras, Comet, SageMaker, cloud compute with AWS).
- Strong programming skills in Python and its standard numerical and data science packages (e.g. scipy, sklearn). Experiences in KDB and C++ are also desirable.
- Experience in equity derivatives or electronic trading. Experience in derivatives pricing models and hedging techniques. Experience in algorithmic trading and in analyzing high frequency market data.
- Business driven, excellent communication, deep interest in the option business, electronic trading and automation. Entrepreneurial spirit, strong attention to details, able to take the lead on projects, and passion for spreading a culture of change towards data-driven trading.
- Strong interpersonal skills - listening and communicating in a direct, succinct manner and willing to partner with people from different backgrounds.
- Driven and passionate about applying and promoting AI, in particular in financial markets.