Machine Learning Engineer
4 days ago
The Global Markets Data Analytics department at Ziyasiza Consulting (Pty) Ltd is focused on delivering cutting-edge data analytics solutions to support electronic trading and market analysis. As a Financial Data Scientist, you will play a critical role in developing and optimizing market-making models, conducting back testing, and implementing machine learning techniques.
About the Department:
- Collaborate with various departments to ensure data integrity and provide actionable insights.
- Develop and optimize market-making models for equities and equity derivatives.
- Conduct back testing and research to improve current models and develop new ones.
- Implement machine learning techniques to predict short-term price movements.
Key Requirements:
- Familiarity with cloud technologies and their application within the financial services sector.
- Strong background in machine learning, particularly in time series analysis and neural networks.
- Experience with high-frequency trading data and market microstructure.
- Proficiency in Python and familiarity with AWS services.
Responsibilities:
- Work with AWS infrastructure for data processing and model training.
- Generate and analyse data samples, including time-based and volume-based sampling.
- Ensure the robustness of models by balancing in-sample and out-sample results.
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