Turn this role into an interview — a resume and cover letter built around what this employer wants.
Selby Jennings in San Francisco seeks a ML Quant Researcher to join a Quant Portfolio Manager with 10+ years of experience. The role focuses on leveraging non-linear methods to build trading signals orthogonal to existing strategies and identify high-impact research opportunities.
The researcher will use diverse technical and financial datasets to generate equity alpha signals and allocate capital. PhD-level candidates from industry, tech or academia are welcome, with strong statistical modeling
A Quantitative Portfolio Manager focused on Equity Stat Arb trading is looking for a ML Quant Researcher to join their team in San Francisco. The PM has 10+ years of experience building consistently profitable signals across US and Global Equity markets and is looking for someone who can successfully leverage non-linear methods to build trading signals that are orthogonal to their pre-existing core strategies.
This role is unique given the PM is open to strong talent coming from industry, tech or academia (PhD/Postdoc-level) as long as they have demonstrated the ability to tackle high-impact research in the machine learning space and have an innate interest in the technical projects that exist in quant finance. The researcher will be tasked with utilizing an array of technical + financial datasets and identify creative uses of nonlinear models to generate equity alpha signals to allocate capital towards.
While the team lead is open-minded on the sector/area this hire is coming from, qualified researchers must possess: