ML- Quantitative Researcher

3 Months ago • 2-5 Years

About the job

Summary_{By Outscal}

NK Securities Research seeks an ML Quantitative Researcher to build and enhance automated research frameworks for trading strategies. Must-have skills include experience in research & monetization of predictors, machine learning (especially neural networks), high-frequency trading strategies, and strong Python or C++ programming.

About the job

NK Securities Research is a leading proprietary trading firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes.

We value innovation, entrepreneurial zeal, creativity, and a can-do attitude, reflecting the startup culture we are cultivating. At NK Securities Research, we are committed to fostering a collaborative and innovative work environment. We believe in the power of team learning and have a long-term vision for our Research and Development efforts. As a ML -Quantitative Researcher, you will play a pivotal role in shaping the future of our R&D initiatives.

Responsibilities:

We are seeking a talented and driven ML Quantitative Researcher to join our team to build and enhance a comprehensive automated research framework and pipeline. This role is integral to our mission of developing innovative and effective trading strategies.

Feature engineering, combination and monetization;

Research and develop a robust library of predictors and features;

Research and design novel predictors, leveraging machine learning techniques and neural networks;

R&D of linear and non-linear combination of features;

Hyper-parameter optimization and monetization of forecasts;

Execution and alpha for forecast monetization and risk management;

Post-trade research;

Collaborate with the trading team to integrate predictors into taking and market making strategies;

Analyze and optimize multi-horizon HFT and MFT trading strategies;

Conduct rigorous back testing and validation of predictive models;

Continuously monitor and improve the performance of existing predictors and the whole calibration pipeline;

Research and monetize different asset classes and markets.

Leading an open-ended research project from concept to production: finding compelling problems well suited to current and projected LLM capabilities.

Collaborating extensively with trading teams to understand requirements and constraints, and continuously improving model design, tools, and infrastructure.

Qualifications:

Proven experience in research, development and monetization of predictors

Knowledge of machine learning techniques (experience with neural networks is a plus);

Understanding and experience with taking or market making trading strategies;

Proven track record of working with HFT or MFT strategies;

Strong programming skills in Python, C++ or Rust. Proficiency in other programming languages is a plus.

Preferred Qualifications: Advanced degree (PhD or Master's) in a quantitative discipline such as Computer Science, Statistics, Mathematics, Physics or a related field;

Experience with statistical analysis, data mining, and predictive modeling;

Proven track record of several profitable strategies in HFT/MFT;

Strong problem-solving skills and the ability to work both independently and as part of a team;

Excellent communication skills, with the ability to clearly explain complex concepts to non-specialists

Benefits:

At NK Securities Research, we believe in rewarding outstanding performance. We offer compensation above industry standards, with a variable bonus going beyond 100% of the fixed compensation for exceptional performers. We provide a platform for continuous growth, with no ceiling on career trajectory. Our focus is on a premium quality of life, and we encourage everyone in the firm to thrive in all aspects of their lives. At NK Securities Research, we take mentorship seriously and are committed to training and preparing freshers for future leadership responsibilities.

Perks:

Monthly after-work parties.

Catered meals.

Domestic and International team outings

Health insurance cover for you and your family