Research Scientist (Real Time Decision Making)

  • 407 Rue McGill, Montréal, QC H2Y 2G3, Canada
  • Full-time

Company Description

WHO WE ARE

The quantitative team at CWP Energy is a small but fierce group of scientists, engineers, and mathematicians who;

  • Research state of the art methods in applied math, statistics, optimization, and machine learning;
  • Develop “AI” models and machine learning algorithms to automatically trade in energy and power markets.

We have a flat management structure and a culture that encourages experimentation and original ideas. We have a large database of clean data and a growing list of interesting problems that are both economically significant and well-suited for machine learning approaches and real-time decision making.

Job Description

The quantitative team is opening a position for a full-time salaried researcher to further our expertise in real-time decision making using large datasets.

You will integrate a tight team of quant traders, where you will be responsible for researching objective functions, regularization techniques, and constraints that will let us confidently deploy complex models under real world conditions/uncertainty.

The position requires an in-depth understanding of real-time decision-making algorithms applied to equities, bonds, currencies, or commodities, and the technical skills to implement a solution in a production environment.

    Qualifications

    WHO YOU ARE

    You have the skills to work on complex problems and the ambition to persevere to reach a solution.

    You likely have:

    • A PhD in a quantitative field (engineering, applied math, cs, physics, or related field) with research experience/publications in large scale optimization/machine learning ; 
    • Experience with at least one application of training and deploying a machine learning/reinforcement learning/deep learning model on a real-world dataset ;
    • Experience with software design and best software engineering practices ; 
    • Experience with high frequency trading or automated trading in any asset class (asset) ;
    • Experience with energy markets (asset).

    Additional Information

    Furthermore, your new working conditions will be the envy of all your friends and family:

    • Reimbursement (up to 80%) of your public transit pass (Opus, Tram, etc.);
    • Beautiful open-plan offices located in Old Montreal;
    • A unique culture and much more!

    CWP Energy is an equal opportunity employer. Our commitment is consistent with our recognition that it is the outstanding people within CWP Energy who have always been the source of our strength.