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.
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