Machine Learning Engineer
DRWAbout the Role
DRW is seeking a Machine Learning Engineer for an Algorithmic Trading Research Group. As an integral member of an algorithmic trading team, you will work on solving challenging technical problems across the full tech stack, from hardware and software development to grid computing. You will be surrounded by cutting-edge technology, offered training and continuing education opportunities, and given immediate responsibility.
- Build infrastructure for running Machine Learning algorithms on big data
- Optimize Machine Learning algorithms to run under latency constraints
- Parallelize Machine Learning algorithms to run on a parallel compute grid
- Build software for data acquisition and cleaning for hundreds of terabytes of data
- Build data visualization tools for feature exploration and model verification
- Integrate Machine Learning algorithms into trading strategies simulations
Requirements
- MSc-Bsc in Computer Science, Computer Engineering, or related field
- 5+ years of software development experience in modern C++ and Python
- A strong understanding of object-oriented design, data structures, and algorithms
- Ability to advise and collaborate with researchers on software engineering tools and practices
- A solid foundation in programming with the ability to think, communicate, and code clearly
- Skills in numerical computing, machine learning, and visual intelligence
- Demonstrated ability to produce algorithmic code in a fast-paced environment
What You'll Get
- Highly competitive compensation packages
- Training and continuing education opportunities
- Immediate responsibility