AI Researcher Developer
Internship – Ongoing – Toronto, Remote
About the Company
Riskfuel pioneered the use Deep Neural Networks (DNNs) to accelerate the proprietary financial models that are used to calculate the values and the risk sensitivities of derivatives portfolios in capital markets and insurance firms. Given the size of these portfolios and the many different risk sensitivities required, these models are run millions of times each day, typically in large, overnight batch processes spread over thousands of servers. Riskfuel accelerates these slow numerical simulation models by constructing functional equivalents using DNNs. The resulting models are a million times faster so that what once took all night to run can now be completed in seconds. With Riskfuel model acceleration, you get real-time valuation and risk management … and a massive reduction in the compute workload, saving money and reducing the firm’s environmental footprint.
We are doing exciting cutting-edge research and our technology is winning major industry awards. The work is varied, interesting and fast paced, with lots of opportunity to make impactful contributions. We are looking for talented individuals to work and learn alongside colleagues who are leaders in the field.
See more at our website Riskfuel.com.
About the Position
This position is a unique opportunity to learn and advance the cutting edge of research and technology in AI and financial engineering. Your responsibilities will include:
- Designing and training deep neural nets
- Understanding client’s models used in valuation of traded derivatives products and insurance contracts.
- Determining state parameters necessary to describe model inputs.
- Developing software for generating synthetic training data
About the Candidate
- Proficient in Python with experience using PyTorch or TensorFlow
- Strong Software Engineering skills
- Strong mathematics background
- Familiarity with containers and container orchestration (Kubernetes).
- Excellent business/technical written and oral communication skills
- Excellent analytical, problem solving and troubleshooting skills
- Demonstrated interest in learning about financial modelling
How to Apply
To apply to this position, please provide a resume, transcripts, and any additional information that you feel demonstrates your experience. We look forward to meeting you!