Quant Developer (working student) at Blu Analytics GmbH

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Ver: 166

Día de actualización: 22-10-2024

Ubicación: Münster North Rhine-Westphalia

Categoría: Finanzas / Banco / Acciones Ventas Pasantía / Nivel de entrada

Industria: Software Development

Posición: Internship

Tipo de empleo: Full-time

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Contenido de trabajo

Startup, which is a pioneer in the field of news analysis for trading based on Artificial Intelligence/Machine Learning, is looking for a Quant Developer to support and expand market analysis as soon as possible.

Tasks

The tasks to perform are:
  • Help developing a backtesting engine
  • Help developing a risk management engine
  • Help in developing quantitative strategies
  • Implement and test some rough volatility models (the generation of trajectories)
  • Implement and test encoder-decoder within TDBP models to account for rough volatility models
  • Test TDBP models with several output units for learning conditional expectations on path dependent events in a high-dimensional environment.

Requirements

The skills required are:
  • Good understanding of mathematical finance
  • Good understanding of rough volatility models
  • Good understanding of reinforcement learning
  • Good understanding of machine learning (neural networks, recurrent neural networks, queueing networks)
  • Very good knowledge of Python (Tensorflow and Pytorch)

Benefits
  • Opportunity to work on and learn cutting edge technologies
  • Being part of a knowledgeable, high-achieving, experienced and fun team
  • An international and diverse work atmosphere
  • Opportunity to work remotely

We look forward hearing from you!
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Plazo: 06-12-2024

Haga clic para postularse como candidato gratuito

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