Responsibilities:
- Work closely with trading teams to perform post trade statistical analysis on trading performance
- Investigate and design machine learning algorithms and data mining
- Conduct research for the purpose of modeling exchange performance
- Develop mathematical methodology to quantify the impact that applications have on general performance
- Design anomaly detection algorithms to detect performance
Skills:
- Extensive experience with Machine Learning and Statistics
- 4+ years of programming experience in Python with a data science and analytic focus
- Experience with C++ nice to have
- Experience with SQL nice to have