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ML Expert and Researcher

Syntherion

Contact:
Dr. Christian Hugo Hoffmann
choffmann@ethz.ch

Zurich,  Switzerland

Syntherion is currently a project at ETH Zurich in cooperation with a Swiss Cantonal Bank that bridges state-of-the-art research in the fields of Finance and Machine Learning (ML). The purpose is to develop a software based on original research and apply it to banks to address growing pain points regarding stress tests. If the proof of concept with the cantonal bank is achieved, the goal is to found a B2B software company in 2019.
 
To enable the Syntherion team to accomplish this ambitious mission of applying cutting-edge research to practical problems, we are looking for a ML expert and researcher.
 
Activities

(1) You would mainly work with the team at ETH Zurich on developing a (not necessarily fully-fledged) domain-specific modeling language in a first project phase from Oct. to Dec. 2018. Every month, we have a workshop with the bank in their Zurich branch to present our progress, prototypes, intermediate results, to get more input, and to receive immediate feedback, which allows us to develop a really practically relevant software solution.
(2) In a second project phase running from Jan. to May, we would develop a corresponding software prototype.
(3) In the third phase to Aug. 2019, we will test and implement the prototype at the bank.

It is ideal that we are in a position to determine the scope of the use case ourselves so that it becomes realistic that we master all three project phases.

Requirements

• BA (ideally MA) degree in computer science from a leading university

• Very good programming skills: Python, C++

• Experience with functional programming (e.g. Haskell), it’s more about understanding the different logic behind it
• Experience with applications: e.g. interfaces, app deployment, etc.

• Good knowledge on ML methods, non-probabilistic ML methods in particular

• And data frameworks such as Pandas and Scikit Learn

• Most importantly, time, about 3d per week (not necessarily equally distributed, up to discussions), team spirit, commitment for a year: Proof of Concept, and ideally beyond that phase, depending on evaluation of work up to that point from both sides, high motivation

• No need to be a banking, risk or finance expert. The team is supposed to have a complimentary skillset.
 

Benefits

• Publications together with Prof. Didier Sornette at ETH Zurich who is a distinguished expert in the field of risk modeling (http://www.er.ethz.ch/)

• The goal is to build a flourishing company – the “how”, e.g. bootstrapping vs. raising VC funding is up to discussions – if the proof of concept is delivered

• Autonomy, flexibility and responsibility in an entrepreneurial setting

• Very impactful endeavor: direct economic impact -> we interviewed a number of experts and checked with them the business potential; social impact: make banks safer; ideal impact: new standardized tool for bank regulation

• Becoming part of a strong team

• Project is supported by SNF and Innosuisse

• Depending on the extent of your commitment etc. which is subject to the terms and conditions in a founders’ agreement, we will offer equity of the future ETH spinoff

Contact
Dr. Christian Hugo Hoffmann
Senior Scientist
Chair of Entrepreneurial Risks
ETH Risk Center
Scheuchzerstrasse 7
8092 Zürich
choffmann@ethz.ch
http://www.er.ethz.ch/