Hedge fund with a global footprint that specialises in developing a series of systematic financial strategies across a variety of asset classes and global markets, producing high-quality alphas through proprietary research platform, focusing on a different strategies to exploit market inefficiencies.
Responsibilities
- Generate financial models of datasets using machine learning techniques
- Process, clean and verify unstructured data, transforming it to provide valuable insights
- Develop predictive data to monitor movement of financial markets
- Apply algorithmic techniques to transfer data into internal infrastructure
Requirements
- Master's degree from leading University in Computer Science, Electrical Engineering, Mathematics or related areas (PhD Preferred)
- Proven academic record
- Strong knowledge in modelling, data structures, algorithms and optimisations
- Strong knowledge in machine/deep learning algorithms
- Proficient in both C++ and Python
- Experience in Financial Markets will be an added advantage
- Strong record of research achievement including scientific publications, conference presentations, grants or industry awards