Assist in the development and optimization of market-making models, focusing on equities and, equity derivatives.
Conduct back testing and research to improve current models and develop new ones.
Analyse high-frequency trading data to identify patterns and trends.
Implement machine learning techniques, particularly LSTMs and convolutional networks, to predict short-term price movements.
Collaborate with teams to integrate new indicators and models into production environments.
Work with AWS infrastructure, including S3 buckets and Sage Maker, for data processing and model training.
Generate and analyse data samples, including time-based and volume-based sampling.
Ensure the robustness of models by balancing in-sample and out-sample results.
Experience:
Minimum 5-7 years of experience in data analytics, machine learning, quantitative analysis.
Proven experience working in complex financial systems and applications (e.g., trading platforms, payment systems, risk management systems).
Strong understanding of financial products, capital markets, derivatives, and treasury operations.
Strong understanding of Equities and trading
Familiarity with cloud technologies and their application within the financial services sector.
Strong background in machine learning, particularly in time series analysis and neural networks.
Hands-on experience with coding in Python, and the use of visualization tools
Must have experience with Machine Learning
Must have knowledge of Market Microstructure
Experience with high-frequency trading data and market microstructure.
Proficiency in Python and familiarity with AWS services, especially Sage Maker.
Ability to work with large datasets and perform data normalization.
Knowledge of technical indicators and their application in equity markets.
Skills
Proficiency in SQL, Python, AWS, and Quick sight
Experience working with databases for data analysis. 5+ years
Knowledge of statistical and ML (machine learning) techniques
Experience with ticketing systems (e.g., Azure Devops (ADO), ServiceNow), change management tools
5+ Years of experience within global markets
Proficiency in machine learning A MUST
* Proficiency in trading algos A MUST
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