Member of Research Staff, Optimization
Visa sponsorship offered
Core
Develop and implement large-scale optimization models and algorithms to determine real-time trading decisions in financial markets, balancing predictions, costs, and constraints.
Role type
Senior IC research scientist (optimization & ML)
Builds
Production optimization systems for investment management
Domain
Finance (quantitative trading) + Optimization
Deliverable
production ML models
Required skills
numerical methods, optimization solvers, mathematical programming, convex/nonconvex optimization, stochastic control, reinforcement learning, Python, C++, production coding
Preferred skills
Ph.D. degree, publication record in top-tier venues
Technologies
Python, C++