We are looking for a Statistical Machine Learning expert to lead a team of quantitative researchers in SIG’s New York office. This group will utilize machine learning techniques to capitalize on trading opportunities for our equities, futures, and options products. This team will be responsible for spearheading the application of deep learning to our daily trading activity.
In this role you will collaborate with other researchers, developers, and traders to improve existing proprietary strategies and develop new trading algorithms that analyze and optimize our performance in capital markets. You will use data mining, statistical analysis, and deep learning methods to enhance our research and system development.
This work will be challenging, fast-paced, and competitive. Your interest and drive to apply cutting-edge machine learning techniques to large financial data sets will enable this team to expand quantitative research at SIG.
What we're looking for
- Advanced degree in Computer Science, Statistics, Machine Learning, Applied Mathematics or related field.
- Strong object oriented programming skills
- Demonstrated experience applying machine learning/deep learning theories in a professional research environment
To submit your resume please reply to the above e-mail with your resume attached.
Send an e-mail to the above address with your resume attached.