Machine Learning Researcher
Susquehanna International Group
Sydney, New South Wales, Australia · Full Time
Be the first to apply
- Experience
- 5+ yrs
- Salary
- —
- Openings
- 1
- Posted
- 2 days ago
- Work mode
- In office
- Education
- PhD in computer science, machine learning, mathematics, physics, statistics, or related field
- Resume
- Required to apply
Where you'll work
Sign in to tell us what does and doesn't work for you here — it sharpens every match we show you.
Job description
Overview
Susquehanna is growing its Machine Learning team and is in search of outstanding researchers to join a vibrant group. This role involves applying sophisticated machine learning methodologies to various forecasting tasks such as time series evaluation and natural language processing. Your contributions will significantly guide trading tactics and decision-making. This position offers a rare opportunity to work where innovative research meets real-world applications, utilizing some of the industry's most exceptional financial data assets.
Role Expectations
- Research and develop machine learning models to boost trading strategies, focusing on deep learning with scalable solutions.
- Work collaboratively with researchers, engineers, and traders to refine existing models and investigate novel algorithmic options.
- Design and execute experiments with cutting-edge ML frameworks and tools.
- Create automation utilities to facilitate the research lifecycle and development processes.
- Employ methodical scientific approaches to discern patterns in complex datasets and deepen understanding of market dynamics.
- Collaborate with engineering teams to deploy and validate models in live systems.
Candidate Requirements
- Doctorate degree in computer science, machine learning, mathematics, physics, statistics, or a similar discipline.
- Over five years’ experience successfully applying machine learning in academic or corporate environments, notably with deep learning systems.
- Proven publication record in premier conferences like NeurIPS, ICML, or ICLR.
- Proficiency in programming with Python and/or C++.
- Hands-on competence with ML libraries such as PyTorch or TensorFlow, especially in production setups.
- Experience applying deep learning techniques to time series data.
- Strong grasp of mathematics, statistics, and algorithms.
- Excellent problem-solving abilities paired with a creative, research-focused approach.
- Demonstrated teamwork capabilities and collaboration skills.
- Passion for addressing complex challenges and innovating in a fast-paced, competitive environment.
Benefits and Culture
- Work alongside elite researchers, engineers, and market traders.
- Access to outstanding financial datasets and powerful computing infrastructure.
- Your work will have a direct influence on active trading results.
- Engage in an intellectually challenging, supportive, and globally distributed setting.
About Susquehanna
Susquehanna is a worldwide quantitative trading firm driven by scientific thoroughness, curiosity, and innovation. The firm nurtures an intellectually rich and highly collaborative culture that unites researchers, engineers, and traders to develop transformative strategies in a systematic trading environment. Leveraging machine learning and sophisticated quantitative research, Susquehanna analyzes immense data to extract actionable strategies, combining deep market knowledge with advanced technology to tackle complex problems and push innovation boundaries.
Additional Notes
Recruitment agencies interested in partnership should contact the company directly via email. Submissions made without a formal agreement will not qualify for agency fees.
Minimum education
Doctorate