компания "brainshells" кто мы: we are proprietary trading firm with a focus on hft-algorithmic strategies that holds a portfolio of innovative companies in the field of finance, digital assets, telecommunications and autonomous flying vehicles. our projects are connected to each other and our team works in close collaboration. starting with one project 10 years ago, we now have four branches and look forward to growing new ones and achieve new heights. we are looking primarily for someone who has experience in building machine learning models, not just someone who has built the pipelines, but someone who understands how to tweak the algorithms and research how the strategies perfom etc. responsibilities conduct quantitative research with other quants to develop and backtest different ml and statistical models apply advanced mathematical and statistical methods to build financial models and apply ml to large data sets explore new trading ideas by analyzing market data and optimize models in close collaboration with other researchers stay up to date with state-of-the-art technologies and tools including technical libraries, computing environments and academic research requirements advanced degree (phd preferred) in applied math, physics, ds/ml or computer science as well as similar experience in the field of quantitative finance exelent knowledge of probability and statistics, including experimental design, predictive modeling, optimization and inference solid understanding of ml fundamentals, workflows and how to deal with large data sets for analytical approach and quantitative methods 4+ years of work experience in analytics and data science with focusing on time series domain and deploying statistical and ml models into production 2+ years of working on high-or-mid frequency strategies (systematic intraday trading) highly proficient in c++ / python and passionate about ds/ml conditions to join a promising new direction and wide range of challenging non-trivial tasks to be a part of data-driven team of highly motivated and skilled engineers, architects, and mathematicians cutting edge hardware and software in production (fast cpus and network cards, fresh linux and gcc, conan for package management, latest boost) no tight deadlines and over management, flexible working hours and wide range of opportunities to realize your own ideas competitive salary, social benefits and relocation support twice per year we have a performance review, according to the results of which you can count on a bonus equal to your annual salary or even more welcome! waiting for your answer :)
Адрес
Санкт-Петербург