Orange Grove Trading

We are a small, niche proprietary trading firm. We apply machine learning to geospatial phenomena and express views in futures markets. We are looking for a multi-disciplinary, math / computer science-oriented person to join our team. Our threads of work are: 1. Market analysis: Find geospatial phenomena that drive prices and are suitable targets for machine learning. [Scientific Python stack] 2. Data engineering: Develop and run pipeline (graph of serverless functions) to extract data for phenomena from #1. [Python on Linux on GCP] 3. Machine learning: Design and train models (often deep neural nets) to predict targets from #1. [PyTorch] 4. Trading engineering: Develop event-driven backtesting and live trading platform. [F# on Linux] 5. Trading: Develop and execute trading strategies around ML output from #3. We are looking for someone to take ownership of data engineering (#2), which will eventually be about 10% of the role, and contribute to other threads based on interest and experience. Strong portfolios of open source work are especially desirable. Past experience should show command of a business domain, beyond science and engineering knowledge. If interested, please write to us at info@orangegrovetrading.com. Other keywords: algo trading, quant trading, functional programming, time series