Machine Learning Quantitative Researcher

Anson McCade; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Anson McCade is partnering with a leading multi-strategy hedge fund to recruit a Machine Learning/Deep Learning Quantitative Researcher for a US-based mid-frequency cash equities team. The role emphasizes applying DL methods to generate alpha and improve predictive models in live trading.

You will build scalable research pipelines, validate features, and collaborate with researchers and the Senior Portfolio Manager to deploy strategies in production. Strong Python and ML/DL skills are essential.

Qualifications

• Master's or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc.
• 3+ years of alpha research, 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.

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.

Skills

Python

Machine Learning

Deep Learning

C++

Alpha research

Education

Master's or PhD in quantitative field

Tools

PyTorch

NumPy/Pandas

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 prior experience using Deep Learning to generate alpha.

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

• 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, 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.