Requirements

• Bachelor, Master, or Ph.D. in Mathematics, Statistics, Machine Learning, Physics, or Computer Science
• Exceptionally strong record of achievement in the field of specialty: (GPAs not lower than 4.5 / 5.0, academic papers, grants, rewards, conference presentations)
• 2+ years of experience being a major machine learning contributor at a hedge fund
• Fluency in Python and knowledge of ML packages (Python and specifically NumPy, SciPy, Pandas, SciKit-learn)
• Experience with advanced machine learning methods
• Strong knowledge of probability, statistics, algorithms, optimization, numerical methods
• Interest in quantitative finance
• Fluency in English

Responsibilities

• Contributing to the continuous development of the research platform
• Working with large and complex datasets to build quantitative models that predict future price movements, by combining traditional and machine learning tooling
• Analyzing academic literature

Opportunities & Benefits

• Learning practical modern quantitative finance from experienced researchers and portfolio managers
• Working with complex and large datasets
• Using modern quantitative finance technology
• Professional training
• The very attractive compensation system
• Medical and ADD insurances and other benefits

How to Apply

• Submit your English CV, including GPAs and academic achievements