Machine Learning Researcher: Kronosresearch

The job is for a Machine Learning Researcher to join a research team in Singapore. The primary focus is on designing and deploying deep learning models for high-performance, low-latency trading systems. The role requires a strong background in deep learning, a solid grasp of mathematical concepts, and the ability to work in a real-time environment. This is a hands-on position that involves the full lifecycle of a model, from data analysis and design to production deployment and evaluation.

Key Responsibilities
Data Analysis and Preprocessing: Understand and prepare complex financial order book data. An order book is a list of buy and sell orders for a specific financial instrument, organized by price.

Model Design and Training: Design deep learning models, including Transformers, RNNs, and CNNs, for time-series and order book data. Implement scalable, parallelized data loading pipelines for efficient training.

Feature Engineering: Develop and optimize features from order book data, primarily using C++.

Backtesting and Evaluation: Conduct rigorous backtesting of models across various markets to evaluate their performance.

Production Integration: Deploy models into real-time, low-latency systems. This requires optimizing model latency and inference speed using techniques like quantization and pruning.

Required Skills & Qualifications
Background: A background in machine learning or quantitative research, with a preference for experience in financial markets.

Technical Skills:

Proficiency in programming languages like Python and C++.

Experience with deep learning frameworks such as PyTorch or Jax.

Knowledge of various deep learning architectures, including Transformers, RNNs, and CNNs.

Familiarity with optimizing models for low-latency, high-performance environments.

Analytical Skills: A strong foundation in mathematics and statistics, including probability theory, linear algebra, and calculus.

Motivation: A genuine passion for applying machine learning to quantitative finance.