Data Scientist – High-Frequency Trading (3-7 yrs)
iRage is looking for a data scientist to model high frequency data (microseconds/seconds level) for trading in markets. In this role you will be responsible for conducting the entire research cycle on very large sets of historical market data for optimization and new strategy development.
Experience in working with Deep learning models. You will be responsible for designing, debugging, improving and finally creating production ready nets.
Proficiency in any of data science language (e.g. Python, R). Knowledge of C++ is added bonus.
Experience of handling big data.
Preference would be given to candidate with any one of the following:
Experience in Financial Modeling (algorithmic trading or high frequency environment is even better).
Masters/PhD in financial engineering/machine learning (assuming you have published a few papers).
Any relevant paper published in the area of deep learning (this would include Deep learning, Reinforcement learning, RNN, CNN etc.)
Ability to solve problems and to explain the ideas to colleagues.
Please submit the required information and attach your resume