Machine Learning Research Lead

Job description

IMC Trading is seeking a Machine Learning Research Lead with proven experience applying state-of-the-art machine learning to solve challenging trading problems. This role will drive the development of a centralized ML environment to be used across all areas of trading at IMC. The ideal candidate will have experience working with other researchers, traders, and engineers to build and continuously improve a research platform to drive innovation via ML. We firmly believe that success for research-driven efforts lies in bringing together skills in ML, statistics and trading intuition as well as a problem-solving mindset and pragmatism. This is an opportunity to dive deep into feature engineering and focus on applying a wide range of ML models as well as to perform research on building custom models. Your Core Responsibilities: - Lead the design, development, and deployment of machine learning models to enhance trading performance across various asset classes - Research, test and prototype new algorithmic ideas; deploy advanced ML techniques applicable to market prediction, signal generation, and portfolio optimization - Collaborate with quantitative traders, researchers and developers...