Machine Learning Researcher

IMC

11 months ago

Chicago, IL, USA

Mid Level / Senior

Base Salary

$200k - $275k/yr

Responsibilities

Lead the design, development, and deployment of machine learning models to enhance trading performance.
Research, test, and prototype new algorithmic ideas for market prediction and portfolio optimization.
Collaborate with traders and developers to create data-driven models and features.
Oversee data acquisition, preprocessing, and feature engineering.
Ensure robust backtesting, validation, and model interpretability practices.
Mentor junior researchers and foster a culture of research excellence.
Drive strategic decisions on model architecture and experimentation pipelines.
Implement new trading ideas into production.
Identify system improvements using knowledge of systems and trading.

PhD or Master’s in Engineering, Math, Statistics, Computer Science, or related field.
4+ years of experience building applied ML models, preferably in a trading environment.
Proven expertise in developing predictive models in high-frequency or low-latency settings.
Strong programming skills in Python and proficiency in ML libraries like PyTorch and TensorFlow.
Experience with financial data, alpha generation, and market microstructure.
Strong understanding of theoretical foundations of ML algorithms.
Deep understanding of time series modeling and signal processing.
Prior people management experience preferred.
Creative problem-solving skills and a collaborative mindset.
Excellent written and verbal communication skills.

PythonPyTorchTensorFlow