Machine Learning Researcher
About this role
Role Overview We are seeking an experienced Machine Learning Researcher to join our research team. This role requires expertise in designing and deploying deep learning models within high-performance, low-latency trading systems. You will be working on developing robust, scalable models and integrating them into our trading infrastructure.
Responsibilities
- Data Analysis & Preprocessing: Understand and preprocess orderbook data.
- Deep Learning Model Design: Design models for time-series and orderbook data (Transformers, RNNs, CNNs, Attention).
- Scalable Training Implementation: Implement parallelized data loading pipelines.
- Feature Engineering: Develop and optimize orderbook features using C++.
- Backtesting & Evaluation: Conduct rigorous backtesting across markets.
- Production Integration: Deploy models into real-time, low-latency systems.
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