Junior Quantitative Researcher - Deep Learning (Time Series)
Core
Develop trading strategies and quantitative models using deep learning on large-scale time series data for a global options market maker.
Role type
Junior IC quantitative researcher (deep learning)
Builds
Low-latency trading strategies and portfolio optimization models
Domain
Financial markets (options trading) + Deep Learning
Deliverable
production ML models
Required skills
Deep learning (RNNs, LSTMs, Transformers, TCNs), Python, Time series modeling, Statistical modeling, Large-scale data handling, Mathematical modeling
Preferred skills
C++, GPU experience, PyTorch, TensorFlow, Non-stationarity handling, Autocorrelation analysis
Technologies
PyTorch, TensorFlow, C++, Python
Responsibilities
Develop trading strategies using statistical and deep learning technologies, Design and implement optimization algorithms for portfolio construction, Develop quantitative models describing market behavior, Advance existing initiatives and explore opportunities for new research topics
Seniority
Junior, recent graduate (2023-2027)