Quantitative Developer / Researcher (ML Systematic Futures)

Junior - Mid Level Quantitative Developer (Systematic Machine Learning Futures)

Team & Company: Small, collaborative group working on computer-driven strategies within ML Macro Futures seated within a business renowned for industry-leading tech-stack / tools. The group is headed up by one of the domain's most influential PMs who has joined the business with the view to potentially spin out his own fund. Existing team members all from highly technical backgrounds (HPC, Astrophysics e.t.c). Naturally- a high impact role: full autonomy over projects and opportunity to define direction and growth of career.

Location: New York / Remote following onboarding period.

Job Description: PM is seeking a junior-mid level quantitative developer to take ownership of build out for research and trading infrastructure. (Combination of greenfield builds and leveraging existing, centralized technologies.) Opportunity to move into a quantitative research role, so successful candidates will likely be quantitatively minded. A strong sense of business acumen / commerciality is essential, given transparent nature of trading group and requirement for close collaboration with SPM, traders e.t.c.

Candidate Profile:

Graduated 2014-2020 from world top 100 university. Bachelor's, Master's or PhD in subjects including the following (non-exhaustive): Computer Science, Applied Mathematics, Statistics, Operations Research, Data Science, Electrical Engineering.Highly proficient in Python and relevant libraries. Additionally, C++ is a bonus, as is AWS / GCP and MLOps.Full proficiency in ML methods is not a requirement, but interest in and understanding of fundamental concepts is key.Evidence of experience (approx. ~3-9 years) working on real-time, integrated systems.Aptitude for working with data: data gathering, ETL, live analytical reports e.t.c.Ideally, looking for someone with previous experience in a buy-side trading environment e.g. market maker / hedge fund / prop trading group. However, strong applicants from tech / investment banking will also be considered.Strong communicator, with knack for working closely with stakeholders and understanding commercial requirements of project end-user.Enthusiastic, with desire to make a genuine impact on the business. Research-oriented mindset with keenness to explore new libraries, data-sets, strategies.

House-Keeping

Applications via LinkedIn or by email with CV attached to: pia.robinson@thurnpartners.com

Key Skills

• Python
• Machine Learning