Attractive and unique opportunity to be part of an exceptional team
We use Machine Learning extensively to create better signals for trading and to bring greater transparency/efficiency across Equity and Debt Markets.
In this role, you’ll help us build end-to-end Machine Learning Processor - scalable & shared infrastructure that accelerates the pace of deployment of impactful, high-quality ML use cases company-wide starting with the debt product.
You’ll have the opportunity to work in a financial research setup that spans the ML lifecycle from ideation to production:
Build our core ML model lifecycle management system to provide an ML-aware release and deployment experience.
Create libraries and development tools to support high quality, high-performance ML models.
Build out model experimentation systems to enable advanced use cases.
We are looking for a quantitative developer with very strong programming and data science skills with 2-4 years of relevant experience. Working knowledge of equity markets and backtesting of strategies is highly desirable.
Work with the research team to understand, refine, and prioritize requirements.
Take ownership of the data infrastructure, data pipelines and production processes.
Improve and implement simple, powerful APIs in python for the strategy simulation, data and position monitoring with a focus on speed to execution and code efficiency.
Take ownership of coding quality, test cases and design patterns.
Create a machine learning model pipelines and simulation setup.
Optimise, automate and carry out continuous improvements to the workflow whenever necessary.
Who We Are Looking For
2+ years of industry experience in python-based software development, financial experience is a plus.
Strong coding skills in Python including the data science stack - pandas, numpy, sklearn and an understanding of databases.
Knowledge of libraries and data frameworks to optimize strategy simulation flow if a plus.
Solid understanding of engineering and infrastructure best practices (Tests, Version Controlling, Documentation).
Basic understanding of equity markets, CFA or equivalent certifications is appreciated.