Quant Developer (working student) at Blu Analytics GmbH

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전망: 164

갱신일: 22-10-2024

위치: Münster North Rhine-Westphalia

범주: 금융 / 은행 / 재고 매상 인턴쉽 / 입학 레벨

산업: Software Development

수평: Internship

직업 종류: Full-time

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작업 내용

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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마감 시간: 06-12-2024

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