This role involves mining alpha factors and building predictive models using deep learning on multi-dimensional financial market data. The researcher will explore signal fusion and strategy ensemble methods to improve model robustness and portfolio returns. A key part of the role is to rapidly prototype, reproduce, and optimize state-of-the-art deep learning models using mainstream ML frameworks, and to stay current with the latest academic and industrial research for continuous model iteration and performance enhancement.
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Job Type
Full-time
Career Level
Entry Level