ML-Driven Quantitative Analyst, Equity Trading & Risk

Umbrex

New York (NY)

On-site

USD 150,000 - 230,000

Full time

9 days ago

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Job summary

Umbrex seeks an experienced Hedge Fund Quantitative Analyst to help design and implement a machine-learning powered equity trading engine. You will build alpha-generation strategies and apply advanced models to equity markets.

Work closely with the founder in a hands-on startup-like environment, writing production-ready Python code and validating models in live markets. Candidates bring portfolio and market risk analysis expertise and a track record in quantitative investing, ideally within

Qualifications

Experience in quantitative investing, research, or trading, preferably in hedge funds or asset managers.
Direct experience with equities and strong knowledge of equity markets.
Experience with hedge fund–style investing or systematic portfolio management.
Strong portfolio risk analysis and market risk-factor modeling skills.
Hands-on development of quantitative or machine-learning models.

Responsibilities

Design, test, and optimize ML-driven equity trading models.
Develop alpha-generation and alpha-capture strategies.
Apply non-linear models and neural networks to equity markets.
Analyze portfolio and market risk factors for strategy resilience.
Contribute to architecture, implementation, and scaling of the trading engine.
Write production-ready Python code and use AI-assisted coding tools to accelerate work.
Monitor model performance and continuously improve the system.
Collaborate closely with the founder and team in a startup-like environment.