- Work on a specific project about Reinforcement Learning for specific trading application.
- Develop, code, document and test idea using standard ML libraries in Python and SG pricing Libraries of the Capital market department.
- Co-work with Trading, IT and Applied Research teams.
- All our positions are open to people with disabilities
- Master, Doctor or Engineering degree with a strong expertise in Machine Learning, in particular, Deep Learning, with RNN and LSTM. Only fresh graduates or candidates with up to 1 year of relevant work experience will be considered
- Proficient skills and applied practical experience of deep learning in concrete cases, with ML libraries in Python.
- Understanding on optimization performed by the library, of TBPTT.
- Knowledge on stochastic optimization and control is a plus.
- Capacity to work in a team environment.
- Eagerness to deliver, enthusiasm, with an open mind, and intellectual curiosity.
- Good communication skills. Capacity to interact in an international environment.
- Fluent English
- Displaying commitment, demonstrating consideration for others
- Skills in statistics and applied math, C#, familiarity with using versioning tools such as Git, fluency in Chinese, knowledge of financial products, are a plus.
Societe Generale is one of the leading financial services groups in Europe. Based on a universal banking model, the Group combines financial strength with a strategy of sustainable growth, putting its resources to work to finance the economy and its clients’ projects.
With our regional headquarters in Hong Kong – a core hub of the worldwide Societe Generale Group – we employ over 9,000 employees in the region. Our expertise here ranges from corporate and investment banking to asset management, securities services, global transaction banking and specialised financial services.
Overview of business line/support function:
The Global market division of Société Generale is a leader in Financial Derivatives. The Applied Research Department is working very closely with Trading to develop pricing libraries and tools.
- Job type:Graduate jobs
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- Closing Date:30th Aug 2019, 3:00 pm