Deep Learning Equity Quant Researcher: Alpha Signals

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

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.