ML Researcher: Trading AI & Time Series

Trading Interview; Pennsylvania; Híbrido; USD 150.000 - 230.000; Jornada completa

Descripción de la vacante

Susquehanna is expanding its Machine Learning group and seeking exceptional researchers to join our team as Machine Learning Researchers. You will apply advanced ML techniques to forecasting challenges, including time series analysis and natural language understanding, influencing trading strategies and decision-making.

The ideal candidate has a PhD and a proven track record with deep learning systems, strong programming skills, and a passion for production-ready research in a fast-paced

Formación

• PhD in computer science, ML, mathematics, physics, statistics, or related field.
• 5+ years of experience building impactful deep learning systems.
• Strong publication record in NeurIPS, ICML, or ICLR.
• Strong programming skills in Python and/or C++.
• Practical knowledge of ML libraries, PyTorch or TensorFlow, in production environments.
• Hands-on experience applying deep learning on time series data.

Responsabilidades

• Conduct research and develop ML models to enhance trading strategies with focus on deep learning.
• Collaborate with researchers, developers, and traders to improve models.
• Design and run experiments using the latest ML tools and frameworks.
• Develop automation tools to streamline research and system development.
• Apply scientific methods to extract signals from complex datasets.
• Partner with engineering teams to test models in production environments.

Conocimientos

Deep learning

Time-series forecasting

Python

C++

Research mindset

Collaboration

Experiment design

Educación

PhD in computer science or related field

Herramientas

PyTorch

TensorFlow

Descripción del empleo

Job Type Full-time

Posted March 2025

The role

Job description

Overview

Susquehanna is expanding the Machine Learning group and seeking exceptional researchers to join our dynamic team. As a Machine Learning Researcher, you will apply advanced ML techniques to a wide range of forecasting challenges, including time series analysis, natural language understanding, and more. Your work will directly influence our trading strategies and decision-making processes. This is a unique opportunity to work at the intersection of cutting-edge research and real-world impact, leveraging one of the highest-quality financial datasets in the industry.

We’re looking for research scientists with a proven track record of applying deep learning to solve complex, high-impact problems. The ideal candidate will have a strong grasp of diverse machine learning techniques and a passion for experimenting with model architectures, feature engineering, and hyperparameter tuning to produce resilient and high-performing models.

What you'll do

• Conduct research and develop ML models to enhance trading strategies, with a focus on deep learning and scalable deployment
• Collaborate with researchers, developers, and traders to improve existing models and explore new algorithmic approaches
• Design and run experiments using the latest ML tools and frameworks
• Develop automation tools to streamline research and system development
• Apply rigorous scientific methods to extract signals from complex datasets and shape our understanding of market behavior
• Partner with engineering teams to implement and test models in production environments

What we're looking for

• PhD in computer science, machine learning, mathematics, physics, statistics, or a related field
• Strong track record of applying ML in academic or industry settings, with 5+ years of experience building impactful deep learning systems
• A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR
• Strong programming skills in Python and/or C++
• Practical knowledge of ML libraries and frameworks, such as PyTorch or TensorFlow, especially in production environments
• Hands-on experience applying deep learning on time series data
• Strong foundation in mathematics, statistics, and algorithm design
• Excellent problem-solving skills with a creative, research-driven mindset
• Demonstrated ability to work collaboratively in team-oriented environments
• A passion for solving complex problems and a drive to innovate in a fast-paced, competitive environment

About Susquehanna

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

If you're a recruiting agency and want to partner with us, please reach out to [e-mail]. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

#LI-MP1

#LI-Onsite

• PhD in computer science, machine learning, mathematics, physics, statistics, or a related field
• Strong track record of applying ML in academic or industry settings, with 5+ years of experience building impactful deep learning systems
• A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR
• Strong programming skills in Python and/or C++
• Practical knowledge of ML libraries and frameworks, such as PyTorch or TensorFlow, especially in production environments
• Hands-on experience applying deep learning on time series data
• Strong foundation in mathematics, statistics, and algorithm design
• Excellent problem-solving skills with a creative, research-driven mindset
• Demonstrated ability to work collaboratively in team-oriented environments
• A passion for solving complex problems and a drive to innovate in a fast-paced, competitive environment

About Susquehanna

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

If you're a recruiting agency and want to partner with us, please reach out to [e-mail]. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

#LI-MP1

#LI-Onsite

This description was published by Susquehanna International Group (SIG). Applications are handled on their careers site: we are not the employer and cannot process them.

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