ML Quantitative Researcher (Fintech)

TL;DR

ML Quantitative Researcher (Fintech): Developing and testing hypotheses about market inefficiencies to build predictive models for trading with an accent on feature engineering and data leakage prevention. Focus on designing high-predictive features, implementing reliable production data pipelines, and applying advanced ML frameworks to time-series financial data.

Location: Worldwide Remote

Salary: $6,000 – $8,000 per month gross

What you will do

• Formulate and test hypotheses regarding market inefficiencies and validate them through backtesting.
• Design features with predictive power using statistical transformations and learned representations.
• Determine how model predictions are integrated into trading strategies, such as directional bets or spread convergence.
• Analyze alternative data and time series to identify nonlinear dependencies and signals.
• Develop and maintain reliable data pipelines for production environments.

Requirements

• Deep understanding of ML, specifically the internals of neural networks, deep learning, and gradient boosting frameworks.
• Proven experience in identifying and preventing data leakage, particularly in time-series contexts.
• Strong mathematical foundation in statistics, probability theory, and stochastic processes.
• Proficient Python skills, with experience in pandas, Polars, or streaming data processing.
• Statistical mindset with a clear understanding of method assumptions and failure modes.
• English: B2 level or above

Nice to have

• Graduate of SHAD or a similar top-tier technical or quantitative program.
• Experience in competitive mathematics, physics, or computer science olympiads.
• Demonstrated success in Kaggle or other ML competitions.

Culture & Benefits

• Worldwide remote work arrangement.
• Comprehensive training in finance, covering market microstructure and portfolio construction.
• Opportunity to work with complex alternative data and high-impact trading models.