Quantitative Research Engineer

Job Description:

Blockhouse's success stems from our groundbreaking approach to quantitative finance, blending sophisticated machine learning technologies with robust financial models - to redefine market strategies. We are on the hunt for a Quantitative Research Engineer to elevate our capabilities and set new standards in financial analytics and execution.

Key Responsibilities:

• Spearhead the development and implementation of advanced machine learning models, including transformer-based models, to enhance trading algorithms and strategies.

• Proactively engage with cutting-edge research, swiftly translating academic papers and quantitative studies into practical, deployable models.

• Utilize Python and PyTorch to build, fine-tune, and deploy models that significantly minimize market impact and optimize trade execution.

• Conduct extensive backtesting and simulations to assess model performance and iterate on designs to achieve superior results.

• Collaborate with our elite team of quant researchers and data scientists to push the boundaries of what is possible in predictive financial analytics.

Ideal Candidate Profile:

• Holds a Master’s or PhD in a quantitative field such as Mathematical Finance, Financial Engineering, or Computer Science.

• Demonstrates a robust track record in machine learning, with direct experience in deploying and testing models, particularly those involving time-series forecasting.

• Exhibits strong proficiency in Python, PyTorch, and other ML frameworks, with a knack for rapid prototyping and testing.

• Is detail-oriented, with a rigorous approach to analysis and a natural curiosity for exploring new methodologies in quantitative finance.

• Possesses outstanding communication skills, capable of conveying complex quantitative concepts and results effectively across multidisciplinary teams.

Why You Should Join Us:

• Lead the charge in financial innovation at a company that's a vanguard in the integration of AI and machine learning with traditional financial models.

• Work alongside the brightest minds in an environment that values bold ideas and radical solutions to complex problems.

• Enjoy a vibrant company culture that promotes career development, continuous learning, and work-life balance.

If you are passionate about leveraging machine learning to drive financial innovation and eager to apply your quantitative skills to solve complex problems, join us. Together, we will chart the future of finance, today.