ML Research & Engineering for Low-Latency Trading

Capital Fund Management (CFM); Paris; Hybrid; EUR 90,000 - 140,000; Full time

Job summary

Capital Fund Management in Paris seeks a Machine Learning Research and Engineering expert to build ML models for execution strategies and enhance a tick-based ML pipeline, combining research with industrial production.

You will implement features in C++, improve data generation and training, optimize inference latency, and collaborate with TCM and Execution teams to advance ML tech in finance. Fluent French and English are required.

Qualifications

• PhD in ML, CS, data engineering or related field.
• Deep understanding of machine learning algorithms.
• Applied ML with large datasets experience.
• Python (3+ years) and C++ proficiency required.
• Linux experience.
• Fluent in French and English.

Responsibilities

• Explore and propose new ML ideas with TCM and Execution teams.
• Implement and evaluate ML ideas, data, models, frameworks and inference.
• Maintain the platform with non-regression tests and migrations.

Skills

PhD

Python

C++

Linux

English & French

Team collaboration

Education

PhD in ML/CS/Data Eng

Tools

PyTorch

TensorFlow

pandas

scikit-learn

Polars

SQL

Job description

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Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

ABOUT THE ROLE

CFM is looking for an experienced and talented Machine Learning Research and Engineering expert

• to gather the needs of execution research team and implement evolution of the pipeline accelerating their research
• contribute to the maintenance and improvement of this ML pipeline.
• to build new ML models to feed CFM's execution strategies.

The Mission

As a ML expert, and in collaboration with your team, particularly the machine learning experts who drive the evolution of this pipeline, you will participate to the development of this tick-based ML pipeline by:

• Implementing new features in C++.
• Improving the data generation part of the pipeline (enrich indicators, fine tune data sets)
• Improving the training part of the ML pipeline (explore, propose, implement and evaluate the performance of new ML models, packages and frameworks)
• Improving the production part of the pipeline (optimize inference latency, realize non regression tests, participate in the maintenance of this pipeline)

The candidate should have both a research mindset to explore new ML ideas, frameworks and evaluate them rigorously, a full Computer Science engineering abilities to contribute to the maintenance and improvement of industrial research to production pipeline and a client oriented mindset to gather the needs of execution research team and implement evolutions requested

Qualifications / Required Skills

• PhD (or equivalent experience) in Machine Learning, Computer Science, Data Engineering, or a related field (experimental or theoretical science, mathematics, physics, statistics, economics, etc.)
• Understanding of the ins and outs of machine learning algorithms
• Experience with applied machine learning on large datasets
• Proficiency in programming languages: a minimum of three years of experience in Python (and classical data and ML libraries, pandas/polars, scikit-learn, PyTorch, TensorFlow…) and experience in C++ is required but candidates with significantly more experience will be considered with great interest.
• Although a high interest in finance is crucial, no prior knowledge in the field is needed.
• Experience with Linux.
• Proficiency in both French and English.
• Excellent collaboration and communication skills.
• Adaptable and rigorous, capable of working in a rapidly evolving environment.

Extra

• Experience with Cloud (AWS or others).
• Experience with SQL.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer, and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles .