Description
The role focuses on mining alpha factors and building predictive models using deep learning and multi-dimensional financial market data. Responsibilities include exploring signal fusion and strategy ensemble methods, prototyping and optimizing deep-learning models with mainstream machine-learning frameworks, and continuously improving model performance through research and iteration. Candidates should have a relevant bachelor’s degree or higher, strong machine-learning and Python skills, experience in time-series forecasting, NLP, or related deep-learning domains, and prior experience in internet, AI, fintech, or quantitative domains.
