Machine Learning Quantitative Researcher

Anson McCade; Chicago (IL); On-site; USD 140,000 - 210,000; Full time

Job summary

Anson McCade is partnering with a leading multi-strategy hedge fund to hire a mid-senior Machine Learning/Deep Learning Quantitative Researcher for a new mid-frequency Cash Equity team in the US. The role seeks profiles with experience in ML/DL and NLP to generate alpha from data in a fast-paced environment.

Based in Chicago/NYC, the position requires a master’s or PhD in a quantitative field and 3+ years of alpha research.

Qualifications

• Master's or PhD in a quantitative field (e.g., CS, statistics).
• 3+ years of alpha research at a leading firm.
• Experience in machine learning, deep learning, NLP and LLMs with strong overfitting control.
• Expert-level Python.
• C++ experience preferred but not required.

Responsibilities

• Develop predictive features from market data and alternative data.
• Build research pipelines for classical ML, DL, NLP and related models.
• Research predictive signals for cash equities.
• Collaborate with researchers and Senior Portfolio Manager to implement and manage live trading strategies.
• Leverage academic ML advances to develop novel research approaches.

Skills

Python

Machine learning

Deep learning

NLP

LLMs

C++

Education

Master's or PhD in a quantitative discipline

Job description

Machine Learning/Deep Learning Quantitative Researcher – 3+ years - Chicago/NYC

Anson McCade are working with a leading multi-strategy hedge fund with teams based globally. The firm is hiring a mid-senior level Quantitative Researcher for a new mid-frequency Cash Equity team based in the US, and are targeting profiles with prior experience using Machine/Deep Learning to generate alpha.

Responsibilities

• Develop predictive features from market data and alternative data
• Build research pipelines for classical ML, Deep Learning, NLP and related models
• Research predictive signals for cash equities
• Collaborate with other researchers/developers and the Senior Portfolio Manager to implement and manage strategies in live trading
• Use academic advancements in Machine/Deep Learning to develop and implement novel approaches to research

Requirements

• A master’s or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc.
• 3+ years of alpha research at a leading firm
• Experience in machine learning, deep learning, LLMs/NLP, and a strong experience of overfitting-control
• Expert-level Python
• C++ experience is preferred but not required