Quantitative Research - ML Equities - eFinancialCareers : Job Details

A $10bn hedge fund is currently expanding their ML Equities business. More information below.

Key Responsibilities:

• Develop machine learning models to identify market patterns and build trading strategies.
• Analyze large-scale financial datasets and engineer predictive features.
• Design, test, and optimize trading algorithms for live execution.
• Collaborate with portfolio managers, data scientists, and engineers.
• Stay updated on advancements in AI and quantitative finance.

Qualifications:

• Ph.D./Master's in Computer Science, Mathematics, Statistics, or a related field.
• Proficiency in Python, R, or C++ with expertise in ML techniques (e.g., neural networks, NLP).
• Strong problem-solving skills; experience in finance is a plus.
• Excellent communication and detail-oriented mindset.

Why Join Us?

• Work with a world-class team in an innovative environment.
• Competitive compensation with performance-driven bonuses.
• Opportunities for growth and professional development.

If interested, please reach out to harry.moore(at)selbyjennings.com.