Equity Volatility Machine Learning Junior Scientist
Anson McCade
Hong Kong, Hong Kong
source : EFinancialCareers Ltd

Equity Volatility Machine Learning Junior Scientist

HK based

In this role you will engage in Artificial Intelligence research linked to equity volatility trading. Firstly, you would perform financial market prediction research using advanced Machine Learning and statistical methods.

Secondly, you would engage in AI research and development of self-learning algorithms linked to the trading of complex financial instruments.

You will be working with large datasets, distributed computing and software development.

Responsibilities :

  • Perform prediction research on equity volatility markets, including skew, term structure and cross instrument relative value volatility prediction using advanced Machine Learning and Statistical methods.
  • Assist in developing viable tools for scoring portfolios of options and variance swaps according to various metrics linked to profitability.
  • Assist in various logistical tasks such as data acquisition / warehousing / cleaning and configuring High Performance Computer clusters.
  • Work with our client's IT department in implementing integrated AI-based solutions.
  • Qualifications :

  • D. in technical field such as Mathematics, Computer Science, Physics or Engineering. Extremely strong candidates with B.
  • A. / B.S / M.A. / M.S. degrees will be considered.

  • High expertise in Python and either C#, Java or C++.
  • Up to 1 years of programming experience, within an academic or professional environment.
  • Up to 1 year of work experience. Exceptional fresh graduates with no work experience would be considered.
  • Ideally academic, professional or extra-curricular experience in methods in Artificial Intelligence.
  • Demonstrable expertise in working with large datasets.
  • Knowledge of single name equity and index options pricing and hedging. Understanding of the basic elements of the volatility surface.
  • Other Competencies :

  • Highly Motivated, pro-active self-starter.
  • General technical Problem-solving expertise.
  • Strong passion for Artificial Intelligence.
  • Team player, collaborator.
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