Principal Machine Learning Engineer

Required Skills:
12+ years of experience in quantitative development
10+ years of experience in C++
7+ years of experience in quantitative analysis & mathematical modeling
Expertise in supervised & unsupervised machine learning
Strong proficiency in Python, TensorFlow, SQL, and Jupyter Notebooks
Deep understanding of time-series modeling, anomaly detection, and risk analytics
Experience with big data processing and financial data pipelines

Nice to Have:
Prior experience in investment banking, asset management, or trading desks
Strong foundation in quantitative finance and financial modeling
Hands-on experience with TensorFlow, PyTorch, and AWS/GCP AI services

Key Responsibilities:
Configure storage and repositories for large-scale data ingestion
Implement ML for Exception Classification (MLEC) in financial transactions
Develop Early Warning Signals for anomaly detection in time-series data
Build Model Surveillance frameworks for financial models
Apply Unsupervised Clustering techniques for market segmentation in securities lending
Develop Advanced Data Quality Control frameworks using TensorFlow-based validation