Purpose

We maintain a strong team of financial modelling professionals, known as the Financial Modelling Group (FMG), which is responsible for the ongoing research and development of all analytics underlying our platform.

Responsibilities

1. FMGs mandate to deliver robust, scalable models and solutions requires a close working relationship with Risk and Quantitative Analysis (RQA), the global investment teams and the Product Group
2. The candidate will be a key member of the FMG Advanced Data Analytics group
3. The candidate will be performing machine learning research and creating tools and solutions in the finance space that can help our clients with their investment decisions
4. The position is for an experienced individual in the field of machine learning research with a focus on deep learning
5. In addition to providing subject matter expertise and the candidate should be comfortable with multiple programming languages and multiple frameworks and technologies to support the modelling requirements of the diverse nature and demands of the team

Requirements

1. Strong expertise in deep learning with solid understanding of different types of neural networks (e.g., Reinforcement Learning, Deep Q Learning, etc.)
2. Experience in applying deep learning to trade, risk, natural language processing, data mining, information theory, etc
3. Proficient in programming in two or more languages such as Python, R, Lua, etc.
4. Proven experience with major deep learning libraries (e.g., TensorFlow, PyTorch, Caffe)
5. Strong communication skills; ready to face off with finance and business subject matter experts on challenging problems
6. Team-oriented, innovative, performance-driven, intellectually curious, and fiduciary mindset
7. Experience with GPU (CUDA) programming is a plus
8. Experience with cloud platforms (AWS, GCP, Azure) is a plus
9. Knowledge of parallel computing and distributed system (e.g., Hadoop, Spark, ElasticSearch) is a plus