Why This Role Stands Out
Dive into cutting-edge machine learning research at Scientech Research, where you'll build predictive models using deep learning and contribute to innovative financial strategies. This role is perfect for ambitious individuals with a strong quantitative background and a passion for applying ML to complex financial markets, offering significant opportunities for skill development and career advancement. Apply today to join a forward-thinking team and make a real impact in the fintech industry.
Quick Overview
Job Description
Key Responsibilities：
1. Mine alpha factors and build predictive models via deep learning based on multi-dimensional financial market data.
2. Explore signal fusion and strategy ensemble approaches to enhance model robustness and portfolio return characteristics.
3. Rapidly prototype, reproduce and optimize state-of-the-art deep learning models with mainstream ML frameworks.
4. Stay updated on latest academic and industrial research, conduct ongoing model iteration and performance enhancement.
Qualifications：
1. Bachelor’s degree or above from top domestic and international universities, majoring in Computer Science, Mathematics, Statistics, Machine Learning or related quantitative disciplines.
2. Strong theoretical foundation in machine learning, proficient in Python and mainstream deep learning frameworks; capable of end-to-end data processing and independent modeling.
3. Hands-on research or project experience in time series forecasting, NLP or other deep learning related domains.
4. Logical, rigorous mindset with excellent self-learning capability and strong interest in applying ML to quantitative finance.
5. Prior internship or working experience in Internet, AI, fintech or quantitative domains.
Preferred Qualifications：
1. Kaggle competition awards or first-author publications at top ML conferences (NeurIPS / ICML / ICLR).
2. Relevant internship experience in quantitative trading, asset management or financial technology.