Orange Grove Trading | Full-time | Remote | Backend / ML
We are a small, niche proprietary trading firm. We apply machine learning to geospatial phenomena and express views in futures markets. We are looking for a multi-disciplinary, math / computer science-oriented person to join our team.
Our threads of work are:
1. Market analysis: Find geospatial phenomena that drive prices and are suitable targets for machine learning. [Scientific Python stack]
2. Data engineering: Develop and run pipeline (graph of serverless functions) to extract data for phenomena from #1. [Python on Linux on GCP]
3. Machine learning: Design and train models (often deep neural nets) to predict targets from #1. [PyTorch]
4. Trading engineering: Develop event-driven backtesting and live trading platform. [F# on Linux]
5. Trading: Develop and execute trading strategies around ML output from #3.
We are looking for someone to take ownership of data engineering (#2), which will eventually be about 10% of the role, and contribute to other threads based on interest and experience.
Strong portfolios of open source work are especially desirable. Past experience should show command of a business domain, beyond science and engineering knowledge.
We are a small, niche proprietary trading firm. We apply machine learning to geospatial phenomena and express views in futures markets. We are looking for a multi-disciplinary, math / computer science-oriented person to join our team.
Our threads of work are:
1. Market analysis: Find geospatial phenomena that drive prices and are suitable targets for machine learning. [Scientific Python stack]
2. Data engineering: Develop and run pipeline (graph of serverless functions) to extract data for phenomena from #1. [Python on Linux on GCP]
3. Machine learning: Design and train models (often deep neural nets) to predict targets from #1. [PyTorch]
4. Trading engineering: Develop event-driven backtesting and live trading platform. [F# on Linux]
5. Trading: Develop and execute trading strategies around ML output from #3.
We are looking for someone to take ownership of data engineering (#2), which will eventually be about 10% of the role, and contribute to other threads based on interest and experience.
Strong portfolios of open source work are especially desirable. Past experience should show command of a business domain, beyond science and engineering knowledge.
If interested, please write to us at [email protected].
Other keywords: algo trading, quant trading, functional programming, time series