We are looking for a Statistical Machine Learning expert to work with a team of quantitative researchers in SIG’s Philadelphia office. This group will utilize machine learning techniques to capitalize on trading opportunities for our equities, futures, and options products. This team will be responsible for spearheading the application of deep learning to our daily trading activity.
In this role you will collaborate with other researchers, developers, and traders to improve existing proprietary strategies and develop new trading algorithms that analyze and optimize our performance in capital markets. You will use data mining, statistical analysis, and deep learning methods to enhance our research and system development.
This work will be challenging, fast-paced, and competitive. Your interest and drive to apply cutting-edge machine learning techniques to large financial data sets will enable this team to expand quantitative research at SIG.
For more information, please contact/send your resume to Mike Pachella at firstname.lastname@example.org.
We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.
SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.