Machine Learning Researcher at Kronos Research

The company is looking for a Machine Learning Researcher to join their research team in Taiwan. The successful candidate will be responsible for designing and deploying deep learning models within high-performance, low-latency trading systems. He/She will work on developing robust, scalable models and integrating them into the trading infrastructure.

Responsibilities:

• Data Analysis & Preprocessing: Understand and preprocess orderbook data.
• Deep Learning Model Design: Design models for time-series and orderbook data (Transformers, RNNs, CNNs, Attention).
• Scalable Training Implementation: Implement parallelized data loading pipelines.
• Feature Engineering: Develop and optimize orderbook features using C++.
• Backtesting & Evaluation: Conduct rigorous backtesting across markets.
• Production Integration: Deploy models into real-time, low-latency systems.

Requirements:

• Background in machine learning or quantitative research, preferably related to financial markets.
• Experience deploying ML models in real-time, low latency environments is a plus.
• Familiarity with optimizing model latency and inference speed(e.g., KV caching, quantization, pruning) is advantageous.
• Open to both experience candidates and highly motivated fresh graduated.
• Strong mathematical and statistical background (probability theory, linear algebra, calculus).
• Ability to articulate complex technical concepts.
• Passion for applying machine learning to quantitative finance.
• Drive to continuously improve models.

The role offers opportunity to:

• Apply machine learning to quantitative finance.
• Continuously improve models.