Machine Learning Engineer
Graham Capital Management, L.P.5 months ago
London, United Kingdom +2 moreMid Level
H1B sponsor
Base Salary
$175k - $250k/yr
Responsibilities
- Analyze multiple datasets to understand relationships and generate new insights for the firm.
- Develop time-series and forecasting models to support quantitative strategies.
- Apply machine learning and advanced statistical methods to produce data sources for investment teams.
- Build and deploy services and models that support live model results and production workflows.
- Collaborate with Technology, Quantitative Research, Portfolio Management, Risk, and Operations teams to solve data-related problems.
Requirements
- An undergraduate or higher degree in Computer Science, Engineering, Operations Research, or another quantitative discipline is required.
- At least 3 years of hands-on experience with machine learning and statistics on large, unstructured datasets is required.
- Experience writing production code for multi-client systems serving model results is preferred.
- Experience with Python or C++, Spark/Scala, SQL, and distributed data processing technologies is required.
- Experience building and deploying services and models in containerized environments is required.
- Experience with scientific computing, statistics, optimization, time series, and panel data is required.
- Candidates must be able to communicate research findings to technical and nontechnical stakeholders and work independently and collaboratively across multiple projects.
Benefits
- This role requires commuting into the office Monday through Friday.
- Equal employment opportunity is provided to employees and applicants.
Tech Stack
Categories
About Graham Capital Management, L.P.
Graham Capital Management, L.P. is a privately held alternative investment manager that develops quantitative and discretionary global macro, trend-following, and multi-strategy programs for institutional and qualified investors. The firm manages approximately $20 billion in client assets and proprietary capital, earning management and performance fees. Founded in 1994 by Kenneth G. Tropin, Graham is headquartered in Rowayton, Connecticut, and serves global pensions, sovereign wealth funds, endowments, family offices, and advisors.