Overview
Company : Top-tier hedge fund with an MFT-focused team, offering a collaborative, research-driven environment. Emphasizes machine learning for cutting-edge strategy development.
Overview : ML Quant Research opportunity with a collaborative PhD-heavy team. Will be using ML like LLMs and Nonstationarity modeling to develop forecasting and alpha strategies for equities trading team. This is a collaborative model with 5 years+ average tenure on most of the team (not a pod shop).
Responsibilities
- Design and implement machine learning alpha research models and forecasting models for a mix of intraday and longer-hold MFT equities strategies.
- Utilize LLMs, generative models, and nonstationarity modeling to develop effective and profitable trading signals and strategies.
Qualifications / Requirements
- 3-7 years of experience in a Quant Research role.
- Experience at a top buy-side firm, or equivalent experience.
- Practical use of ML models in production.
- Collaborative and patient nature.
Seniority level
Employment type
Job function
- Finance, Research, and Engineering
Industries
- Software Development, Financial Services, and Capital Markets