Senior Machine Learning Engineer

<h3>Company Description</h3><p>We are looking for a Machine Learning/AI Engineer to build and optimize predictive models for the "Magnificent 7" stocks (NVDA, AAPL, META, TSLA, GOOG, MSFT, and AMZN), using techniques like time-series analysis, sentiment modeling, and advanced feature engineering. </p><p>As a Machine Learning/AI Engineer, you’ll design, implement, and maintain a range of advanced AI/ML models aimed at boosting trading performance. Using up to a decade’s worth of historical market data — collected daily, every 4 hours, or hourly — you’ll ensure robust, data-driven insights that power our core strategies. </p><p><strong>CUSTOMER</strong></p><p>The client is a fintech company that develops AI-driven trading solutions tailored to the stock market. Our goal is to design strategies that maximize risk-adjusted returns for portfolios.</p><h3>Job Description</h3><ul><li>Collect, clean, and preprocess historical financial data, extracting meaningful features such as moving averages, RSI, and volatility indicators to enhance model performance </li><li>Design and train predictive models (e.g., LSTM, XGBoost, Random Forests) with rigorous backtesting, hyperparameter tuning, and evaluation using metrics such as Sharpe Ratio, Sortino Ratio, and Maximum Drawdown </li><li>Deploy models in production environments, monitor performance, address data drift through retraining, and collaborate with teams to integrate insights into trading systems while maintaining thorough documentation</li></ul><h3>Qualifications</h3><ul><li>At least 5 years of experience in Machine Learning or AI-related roles with a focus on financial data modeling, quantitative analysis, or algorithmic trading systems </li><li>Proficiency in Python, with hands-on experience using libraries such as TensorFlow, PyTorch, scikit-learn, and XGBoost </li><li>Familiarity with big data frameworks (e.g., Spark, Dask) and cloud platforms like AWS or GCP </li><li>Proven track record of developing and deploying trading models or financial strategies </li><li>Strong experience in time-series forecasting, financial data analysis, and feature engineering for stock market data, including technical indicators and sentiment analysis </li><li>Expertise in hyperparameter tuning techniques, model optimization, and performance enhancement </li><li>Solid foundation in statistics, probability, and optimization methods, with knowledge of risk management metrics such as Sharpe Ratio, Alpha, and Beta for portfolio optimization </li><li>At least an Upper-Intermediate level of English </li></ul><p><strong>WILL BE A PLUS</strong></p><ul><li>Experience in proprietary trading, hedge funds, or asset management firms </li><li>Knowledge of trading platforms such as Interactive Brokers, Alpaca, or similar systems </li><li>Knowledge of options pricing, derivatives, or quantitative trading strategies </li><li>Familiarity with alternative data sources, including news sentiment, social media trends, and other non-traditional datasets for market analysis </li><li>Experience with transformer models (both language and visual)  </li><li>Hands-on experience with backtesting tools like Zipline or Backtrader </li><li>Familiarity with Docker, Kubernetes, and CI/CD pipelines for scalable model deployment </li></ul><h3>Additional Information</h3><p><strong>PERSONAL PROFILE</strong></p><ul><li>Strong critical thinking and problem-solving skills, with the ability to assess and challenge model assumptions  </li><li>Excellent communication skills for presenting complex concepts  </li><li>Ability to work both independently and collaboratively in fast-paced, dynamic environments </li></ul>