Role Overview
We are seeking an experienced Machine Learning Researcher to join our research team. This role requires expertise in designing and deploying deep learning models within high-performance, low-latency trading systems. You will be working on developing robust, scalable models and integrating them into our trading infrastructure.
Responsibilities
- Data Analysis & Preprocessing: Understand and preprocess orderbook data.
- Deep Learning Model Design: Design models for time-series and orderbook data (Transformers, RNNs, CNNs, Attention).
- Scalable Training Implementation: Implement parallelized data loading pipelines.
- Feature Engineering: Develop and optimize orderbook features using C++.
- Backtesting & Evaluation: Conduct rigorous backtesting across markets.
- Production Integration: Deploy models into real-time, low-latency systems.
Requirements
- Background in machine learning or quantitative research, preferably related to financial markets.
- Experience deploying ML models in real-time, low latency environments is a plus.
- Familiarity with optimizing model latency and inference speed(e.g., KV caching, quantization, pruning) is advantageous.
- Open to both experience candidates and highly motivated fresh graduated.
Technical Skills
- Deep Learning Architectures: Transformers, RNNs, CNNs, Attention mechanisms.
- Programming Languages: Python, C++, Jax/PyTorch
- Model Optimization: Optimizing models for high-performance trading systems.
Analytical & Communication Skills
- Strong mathematical and statistical background (probability theory, linear algebra, calculus).
- Ability to articulate complex technical concepts.
Motivation & Learning
- Passion for applying machine learning to quantitative finance.
- Drive to continuously improve models.
Top Skills
What We Do
Company Information: Kronos Research is a technology and science-driven trading firm. We risk firm capital, trading a broad range of financial instruments and strategies on global markets. The firm is willing to pursue new ideas and markets with conviction and as such, we have been at the forefront of technology and markets, quickly dominating newer markets such as applying HFT to cryptocurrency trading. Kronos trades on average more than $5 Billion USD / day just in crypto volume alone. Our team has grown quickly from 2 in 2018 to the now 80+ team at our Taipei headquarters and office in Shanghai with more locations on the way. Mission Statement: Together we work on meaningful goals and solve complex problems. Our team is defined by a high-performance culture that values collaboration and meritocracy. We like being challenged and don’t mind putting in the hard work. While the recognition and extremely competitive compensation make it a sweet place to work at, we are united fundamentally by our love and curiosity for innovation in financial markets and technology. The next phase of our company will be about becoming the best place for liquidity and using that position to create positive change. Our ultimate goal is to provide the infrastructure to make investing and trading easier and fairer for people around the world. One day, in any country, people will be able to invest in a Japanese stock, a German hedge fund, or a new cryptocurrency. Check out our current openings on: https://grnh.se/b00d843a3us
