Machine Learning Quantitative Researcher

Anson McCade; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Anson McCade is partnering with a leading multi-strategy hedge fund to hire a mid-senior Quantitative Researcher based in the US (NYC/Chicago). The role focuses on developing ML/DL models to generate trading signals for a mid-frequency cash equity team.

You will build pipelines, create predictive features, and collaborate with researchers and a Senior Portfolio Manager to productionize ideas, applying cutting-edge ML advancements to live trading.

Qualifications

• PhD (top-tier) in CS, statistics or related quantitative field; master's acceptable.
• 3+ years of research focused on ML, DL, NLP, and LLMs.
• Expert-level Python proficiency.
• C++ experience preferred but not required.

Responsibilities

• Build and maintain research/trading pipelines from data ingestion to execution.
• Develop predictive features from market data and alternative data, validate and productionize ideas.
• Collaborate with researchers and portfolio manager to implement strategies in live trading.
• Apply recent ML/DL advancements to generate trading signals.

Skills

Python

Machine Learning

Deep Learning

NLP/LLMs

Overfitting control

C++

Education

PhD in quantitative discipline

Master's degree considered

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 mid-frequency Cash Equity team based in the US, and are targeting profiles with PhDs and strong prior experience using Deep Learning to generate trading signals.

Responsibilities:

• Build and maintain research/trading pipelines from data ingestion and signal generation through to execution.
• Research and develop predictive features from market data and alternative data, graduating ideas through to validation and production.
• 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:

• Ideally a PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc., master's holders will also be considered.
• 3+ years of research experience, with a focus on machine learning, deep learning, LLMs/NLP, and strong experience with overfitting-control.
• Expert-level Python.
• C++ experience is preferred but not required.