ML Quant Researcher: Equity Signals & Nonlinear Alpha

Selby Jennings; San Francisco (CA); On-site; USD 150,000 - 230,000; Full time

Job summary

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

Qualifications

• 1-7 years of ML research experience (neural networks, regressions, reinforcement learning, probabilistic models).
• Expert statistical modeling skillset.
• Strong experience working with large, messy datasets.
• PhD in STEM field from ranked university.

Skills

ML research

Neural networks

Reinforcement learning

Probabilistic models

Statistical modeling

Data wrangling

Education

PhD in STEM

Job description

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