Stokex Financial Technologies is looking for a passionate and creative Research Engineer with a particular focus on Deep Learning applied to sequence data in financial markets.
We are agile and technology-driven team building statistical and mathematical models using vast data sets and cutting-edge technology. In order to help us gain an edge in the financial markets the successful candidate should both be willing to look at data utilization creatively and have a strong quantitative background. Stokex offers a supportive, sociable environment filled with bright and driven individuals.
Responsibilities
- Researching new Deep Learning methods to be applied to financial markets
- Training and tuning ML
- Analysing the errors of the model and designing strategies to overcome them
- Defining data augmentation pipelines
- Designing new ways to encode training data for feature engineering
- Deploying models to production
Requirements
- MSc/PhD in machine learning, computer science, statistics, or a related field or a proven track record in the industry
- Extensive experience with sequence/time-series data in financial markets, NLP, DNA-sequencing domains or similar
- Genuine interest in recent machine learning developments their applications
- Proficiency with a deep learning framework such as TensorFlow or Keras
- Ability to write production level code in Python and R
- Proficiency in querying big datasets via a SQL dialect and visualising them
- Competency to scale workflows using cloud infrastructure
- Strong communications skills, ability to thrive in collegiate team environment, resilient mindset
