Deep Learning Equity Quant Researcher

Selby Jennings; New York (NY); On-site; USD 600,000 - 900,000; Full time

Job summary

Selby Jennings in New York is seeking a Deep Learning Equity Quant Researcher to join a flagship alpha-generating team. The role focuses on researching and developing deep learning models to identify innovative signals for the buyside hedge fund.

You will work on mid-frequency alphas across US, EU and APAC markets, collaborating with a strong team and bringing a robust ML and mathematical toolkit, including an MS or PhD in a STEM field.

Qualifications

• 3+ years of industry experience in quant research or related field.
• Proven ability to research and develop deep learning models.
• Strong mathematical and statistical modeling skills.
• Experience with Python and ML libraries.
• Experience handling large real-world datasets.
• MS or PhD in a STEM field.

Responsibilities

• Research and develop deep learning models for alpha signals.
• Improve existing alpha strategies across multiple markets.
• Collaborate with team to implement ML solutions on large datasets.
• Work on mid-frequency alphas (intraday to a few days).

Skills

Experience 3+ years

Deep learning research

Mathematical modeling

Python ML

Big data

Team collaboration

Education

MS or PhD in STEM

Tools

Python

Job description

Deep Learning Equity Quant Researcher (PR/617011) New York, New York

Salary: USD600000 - USD900000 per year

A Quantitative Hedge Fund in NYC is looking for an Equity Quant Researcher specialized in deep learning model research to join one of their flagship, alpha generating teams. The fund is well known for being at the forefront of ML/AI adoption within the finance space and the incoming QR will work in a well established, collaborative team with their primary scope of identifying innovative ways to generate new alpha signals and improve upon existing ones.

This role is well suited for someone with a proven track-record in researching & developing supervised and/or unsupervised deep learning models on massive, real-world datasets. The QR will work on mid-frequency alphas (intraday to several days) across US, EU and APAC markets. The ideal candidate for this seat will have:

• 3+ years industry experience (buyside alpha QR is ideallybut also open to those in Big Tech)
• Proven ability to research + develop deep learning models
• Advanced mathematical + statistical modeling skillset
• Strong Python coding + associated ML packages
• Familiarity working with massive datasets
• Ability and desire to work in a collaborative, open team
• MS or PhD in STEM field