Machine Learning Research Internship, Systematic Equities

Machine Learning Research Internship, Systematic Equities
Please direct all resume submissions to
[email protected]
and reference REQ-‎15584 in the subject.
Job Description
Machine Learning Quantitative Researcher as part of a small, collaborative
team, with a focus on systematic, global equities and futures trading. The
ideal candidate will be hired as a paid intern for one year, with the
potential to be hired full-time following successful completion of the
internship program.
Preferred Location
Flexible, with a preference for Dubai, Europe or Asia
Principal Responsibilities
* Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing
* Developing and deploying machine learning methods for signal generation
* Building Machine Learning pipelines for efficient and scalable research to be leveraged in trading environment
* Combining sound financial insights and statistical learning techniques to explore, analyze, and harness a variety of datasets to build predictive models which will be deployed in the investment process
* Collaborating with the SPM in a transparent environment, engaging with the whole investment process
Preferred Technical Skills
* Strong research and programming skills are necessary
* Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university
* Minimum Major GPA ‎3.7
Preferred Experience
* Experience with implementing deep learning models is a prerequisite for this role
Highly Valued Relevant Experience
* Experience working in a quantitative research capacity focusing on equities
* Strong preference for candidates coming from quantitative trading firms but open to individuals from banks as well
* Strong economic intuition and critical thinking
Target Start Date
* As soon as possible