What you'll do:

📍Machine learning development: Build the team's proprietary end-to-end machine learning pipeline. Work extensively with quantitative researchers to understand requirements and constraints, implement proprietary ML features and algorithms, and continuously improve model design, tools, and infrastructure. 📍Microstructure research: Develop tools to enhance research on market microstructure, collaborating with researchers to generate and analyze key features. 📍Portfolio optimization: Design a portfolio optimization system to support comprehensive portfolio management strategies. 📍Data Pipeline and System Management: Engage in full-cycle development, including research, coding, testing, and deploying systems into production. Provide direct support to end users, troubleshoot issues, and manage system upgrades.

Skills You’ll Need:

📍5+ year track record of solving challenging problems through coding with real metrics & impact in industry and/or academia. 📍Passion for building efficient, modular software to tackle challenging problems. Experience is a plus, but a strong desire to learn and grow is essential. 📍Strong software development skills in Python and/or C++. 📍Strong learning ability, intellectual curiosity, versatility, and originality combined with a pragmatic outlook. 📍Ability to reason through quantitative problems and communicate effectively with quantitative researchers. 📍Reliable and predictable availability to ensure smooth operations of production systems. 📍Over two years of experience working with industrial grade codebases using compiled languages such as C++ is advantageous. 📍Familiarity with high-performance computing (HPC) and distributed large-scale model training is a plus.