Algorithms, C++, Deep Learning, Forecasting, Hypothesis testing, Large data sets, Machine learning techniques, Natural Language Processing (NLP), Python Programming, PyTorch, TensorFlow, Time series
We are looking for Machine Learning Scientists to join SIG’s growing ML group. This team will apply machine learning techniques to forecasting opportunities including time series applications, natural language understanding and more. The team will be responsible for spearheading the application of deep learning to our daily trading activity.
In this role you will collaborate with other researchers, developers, and traders to improve existing strategies and conduct research and development applying new algorithms designed for scalable deployment. You will use your software development and Machine learning skills to find signal in one of the highest quality data sets in the industry, and develop automation tools to enhance our research and system development.
This work will be challenging, fast-paced, and competitive. Your interest and drive to apply cutting-edge machine learning techniques to large financial data sets will enable this team to expand quantitative research at SIG.
What to Expect:
What we’re looking for
We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.
SIG is a global quantitative trading firm founded on a platform of intellectual curiosity. We bring together the brightest minds, cutting-edge technology, and expansive sets of data to solve incredibly challenging problems. We commit our own capital to trade financial products around the clock and around the globe, and we innovate by building virtually all of our own trading technology from scratch. Our traders, quantitative researchers, and tech
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