Hilltop Securities Inc. is looking to solve the problem of developing production quality applied deep learning predictive models to support revenue producing business/trading activities in the Commodities and Structuring group.
Requirements
- Experience using Python, PyTorch, Anaconda, Excel are essential.
- Exposure to neural networks (NN), large language models (LLM), large data sets, deep learning methods.
- Experience/exposure to AI centric image recognition/processing techniques is a benefit but not required.
- Experience/exposure to Bloomberg is a plus but not required.
Responsibilities
- Work directly with lead strategist to learn about capital markets.
- Applied quantitative financial model development inside diverse domestic and global capital markets.
- Work with lead strategist on predictive model development.
- Develop original predictive models using the latest quantitative techniques neural networks (NN), and other large language models (LLM) models with PyTorch.
- Will work with different types of data with a focus on large data sets.
- Deliver presentations to internal and external stakeholders including Managing Directors.
- Other special projects and duties as assigned.
Other
- Excellent analytical, verbal, written communication skills.
- Proven self-starter who can initiate tasks, work independently, and follow up to completion to produce high quality results in a timely manner.
- Exceptional time management and organizational skills.
- Rising junior or senior studying (but not limited to) mathematics, statistics, economics, pure sciences, data science, computer science, engineering, finance, or other related fields.
- Candidate must have authorization to work for any employer in the US without requiring sponsorship, whether in student status or not.
