C++, Large data sets, Linux Operating system, Machine learning techniques, Python Programming, Quantitative models
Once in the team you will bring your machine learning expertise to bear on all aspects of the trade pipeline. You must have the ability to build models for high-frequency asset price prediction, to analyse the resulting trades, and to build models for better understanding of latency implications, etc. You must be able to explain clearly your ideas and results to the rest of the team.
In the role you will:
What we’re looking for
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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