- New York, New York, United States
Quantitative researcher in the Cubist Machine Learning Research group, developing trading models using deep learning and NLP.
Responsibilities
- Develop sophisticated trading models using machine learning
- Manage all aspects of the research process including data ingestion, processing, analysis, methodology selection, implementation and testing
- Prototype and evaluate model performance
- Construct and develop features from raw data
- Estimate effectiveness of features
Requirements
- PhD in machine learning, computer science, statistics, or a related field
- Nice to have: experience with sequential modeling
- Nice to have: experience with translating mathematical models into code