AI Engineering Intern
New
A
A.M. DiracQuantitative finance
Source API remote eligibility restrictions: United KingdomInternshipEntry
Salary not disclosed
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Job Details
- Required Skills
- PythonMachine Learning
Requirements
- Be a third-year-or-higher Ph.D. candidate in Machine Learning, Computer Science, Mathematics, Finance, or a related quantitative field; exceptions may be made for candidates with significant experience or technical skills.
- Have strong experience with Python and Jupyter for data analysis, model development, and experimentation.
- Be proficient in applying supervised and unsupervised learning, neural networks, and time series models to complex datasets.
- Have strong quantitative and analytical skills.
- Familiarity with state-of-the-art deep learning models and LLMs is a plus.
- Familiarity with C++, Go, or Rust is a plus.
- Familiarity with Hadoop, Spark, SQL, or similar data processing and storage systems is a plus.
- Understanding of financial markets, including equities, futures, and foreign exchange, is a plus.
- Previous experience in trading, finance, or research is desirable but not essential.
- Ability to present technical findings to technical and non-technical stakeholders is preferred.
Responsibilities
- Apply existing machine learning models to large-scale futures, foreign exchange, and equities intraday and tick data.
- Develop predictive models for alpha generation using applicable machine learning techniques.
- Contribute to portfolio construction and optimization models.
- Assist in developing and improving risk management models across multiple asset classes.
- Analyze and preprocess high-dimensional alternative datasets, including sentiment, social media, and macroeconomic data, to uncover potential market signals.
- Collaborate with quantitative researchers and engineers to iterate on and improve machine learning models.
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