Your role will be to work in a systematic equities pod on alpha research focusing mainly on idea generation / model implementation and back – testing .
Developing and deploying machine learning methods for signal generation
Building Machine Learning pipelines for efficient and scalable research to be leveraged in trading environment
Combining sound financial insights and statistical learning techniques to explore, analyze, and harness a variety of datasets to build predictive models which will be deployed in the investment process
Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or Machine Learning.
1-3 years of experience working in a quantitative research capacity focusing on machine learning.
Open to candidates from quant trading funds as well as technology funds.
Product experience in equities is a plus.
Please send a PDF resume to firstname.lastname@example.org