My client is a high frequency trading firm with a position in the prediction team for a data scientist with a machine learning background, specifically TensorFlow. The role will involve developing machine learning predictive strategies for latency sensitive futures trading combining predictive position taking with passive market making.
Comp is in the range of $120k -$200k base (depending on you level of experience) with the potential to make up-to £2m in bonus payments depending on the success of your strategies.
Knowledge / experience with the following is highly desired:
ACE and AVAS |
Analysis Of Variance |
Automatic Relevance Determination |
Bayesian Regression |
Boosted trees |
CART (Classification and Regression Trees) |
Censored Regression Model |
Covariance Analysis |
Cross-Sectional Regression |
Curve Fitting |
Empirical Bayes Methods |
Errors And Residuals |
Estimators That Incorporate Prior Beliefs |
Feature Selection and Dimensionality Reduction |
Feature selection with Lasso |
fundamental limitations of predictive model based on data fitting |
Gauss-Markov Theorem |
Generalized additive models |
Generalized Linear Models |
Generalized Method Of Moments |
Heteroscedastic Models |
Hierarchical Linear Models |
High-Dimensional Model-Based Clustering |
K-nearest neighbor algorithm |
Lack-Of-Fit Sum Of Squares |
Learning algorithms and hyperparameter tuning |
Least-angle Regression Lasso |
Least-Squares Estimation And Related Techniques |
Line Fitting |
Linear Classifier |
Linear Equation |
Linear Methods |
Linear Predictor Functions |
Logistic regression |
Machine Learning and pattern classification |
Majority classifier |
Maximum-Likelihood Estimation And Related Techniques |
M-Estimator |
Multi-Task Lasso |
Multivariate Adaptive Regression Splines |
Naive Bayes |
Neural Networks |
Nonlinear Regression |
Nonparametric Regression |
Normal Equations |
Ordinary Least Squares |
Orthogonal Matching Pursuit |
Parameter Estimation And Optimization |
Passive Aggressive Algorithms |
Prediction-error metrics and model selection |
Predictive Modelling |
Projection Pursuit Regression |
Random forests |
Ridge Regression |
Robust linear estimator fitting |
Robust regression |
Segmented Linear Regression |
Semiparametric regression |
Sequential Analysis |
Statistical Inference |
Stepwise Regression |
Support Vector Machine |
Theil-Sen estimator |
Truncated Regression Model |
(Key Words: High frequency trading, data science, machine learning, passive market making, algorithmic trading, central limit order book, collocated servers, FPGA, Microwaves, Hibernia Express: CME, ICE, NYMEX, CBOT, EUREX, LME).