AI/ML Programmer – Predictive Algorithms

Bestax Chartered Accountants.com

Hybrid

Remote

Full Time

This is a remote position.

We are seeking a highly skilled and innovative AI/ML Programmer to design and implement advanced predictive algorithms for the stock market. The ideal candidate will possess deep expertise in computational analysis, machine learning, and algorithmic trading platforms such as QuantConnect.

In this role, you will be responsible for developing self-generating, adaptive AI models that optimize trading strategies to meet predefined performance targets in a dynamic market environment. You will conduct quantitative analysis, perform data engineering, and work with finance professionals to build scalable systems that can analyze large volumes of market data in real-time and autonomously refine their predictions.

Key Responsibilities
• Develop and deploy AI/ML algorithms to predict stock market movements and optimize trading strategies.
• Build self-improving models capable of adapting to changing market conditions without manual intervention.
• Conduct high-performance computational analysis on large financial datasets to extract actionable signals.
• Implement and backtest strategies using platforms such as QuantConnect, Quantopian, or equivalent.
• Integrate diverse data sources (e.g., technical indicators, macroeconomic data, market sentiments, social media, alternative data) into model training and prediction pipelines.
• Optimize models for latency, scalability, and profitability in both live and simulated environments.
• Collaborate with research and trading lead to translate financial theories into algorithmic strategies.
• Continuously monitor, evaluate, and retrain models to ensure performance targets are met.

Requirements

• Bachelor’s or Master’s degree in Computer Science, Mathematics, Statistics, Quantitative Finance, or related field.
• Multi years of experience in AI/ML development with a strong focus on predictive modeling.
• Expertise in Python or others with experience in libraries like TensorFlow, PyTorch, scikit-learn, pandas, NumPy.
• Proven experience with algorithmic trading platforms, preferably QuantConnect (LEAN framework).
• Track record of quantitative analysis.
• Ability to design self-generating/self-learning algorithms (e.g., reinforcement learning, meta-learning).
• Familiarity with time-series analysis, anomaly detection, and feature engineering for financial data.
• Excellent problem-solving skills and the ability to work independently.
• Experience with cloud computing.
• Background in reinforcement learning, evolutionary algorithms, or online learning.
• Knowledge of risk management, portfolio optimization, and execution.

Benefits

• Competitive compensation plus up to 5x performance-based bonuses.
• Flexible working hours and remote opportunities.
• Access to premium market data and computing resources.
• An intellectually challenging environment focused on innovation and performance.
• Opportunity to work on cutting-edge technologies in AI and finance.