Startup, which is a pioneer in the field of news analysis for trading based on Artificial Intelligence/Machine Learning, is looking for a Quant Developer to support and expand market analysis as soon as possible.
The tasks to perform are:
• Help developing a backtesting engine
• Help developing a risk management engine
• Help in developing quantitative strategies
• Implement and test some rough volatility models (the generation of trajectories)
• Implement and test encoder-decoder within TDBP models to account for rough volatility models
• Test TDBP models with several output units for learning conditional expectations on path dependent events in a high-dimensional environment.
The skills required are:
• Good understanding of mathematical finance
• Good understanding of rough volatility models
• Good understanding of reinforcement learning
• Good understanding of machine learning (neural networks, recurrent neural networks, queueing networks)
• Very good knowledge of Python (Tensorflow and Pytorch)
• Opportunity to work on and learn cutting edge technologies
• Being part of a knowledgeable, high-achieving, experienced and fun team
• An international and diverse work atmosphere
• Opportunity to work remotely
We look forward hearing from you!