Machine Learning Engineer

Graham Capital Management, L.P. • London, NY

2d • Onsite

About The Position

Graham Capital Management, L.P. is seeking a ML Engineer to join our Data Science team, a future-looking technical arm of Graham Capital. We envision, design, prototype and implement the processes that feed Quantitative Research and Discretionary Trading teams as well as the broader firm. We are passionate about what we do and welcome every opportunity to prove it. The Data Science department straddles traditional Data Science and Engineering roles as well as the application of Machine Learning & AI. We work closely with Quant Researchers, Portfolio Managers, Operations and Execution to continuously improve upon our offering. Every day we work to transform our business through data, technology, and the insights we provide our stakeholders. At Graham Capital, our systems feed live models around the clock, span billions of market data ticks, an ever-increasing corpus of news and other texts as well as a broad spectrum of financial and alternative data. Our objective is to support the research process by providing our stakeholders with all the right pieces to succeed in their jobs.

Requirements

• Undergraduate or higher degree in Computer Science, Engineering, Operations Research, or other quantitative discipline
• 3+ years of hands-on experience with Machine Learning and Statistics on large, unstructured, data sets
• Experience writing production code for multi-client systems serving model results is a great plus
• Ability to clearly communicate research findings to technical and nontechnical stakeholders
• Full-stack experience with Python (preferred) or C++, Spark/Scala, SQL or other distributed data processing technologies as well as experience working comfortably building and deploying services and models in containerized environments
• Experience with scientific computing, statistics, optimization, time series, panel data, etc.
• Comfortable handling multiple projects to solve varied problems working with multiple teams
• Detail-oriented mindset
• Sense of ownership of his/her work, working well both independently as well as collaboratively

Responsibilities

• You will be part of a growing team within Data Science.
• You will work alongside world-class talent to find innovative solutions to some of the most interesting problems in the buy-side.
• You will work closely with other areas such as Technology, Quantitative Research and Portfolio Manager groups as well as Risk and Operations to learn about problems they face with respect to data and ultimately develop cutting edge solutions.
• Your focus will be to dive deep into multiple data sets to understand relationships, develop time series, forecasting models, and support quant strategies, and provide new insights and leverage state-of-the-art machine learning and advanced statistical methods to produce the best data sources for the fund.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level