ML Quant Researcher (Intraday Equities)

â–¸ Company: Top-tier hedge fund with an MFT-focused team, offering a collaborative, research-driven environment. Emphasizes machine learning for cutting-edge strategy development.â–¸ 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). â–¸ Key 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 strategiesâ–¸ Qualifications:3-7 years of experience in a Quant ResearchExperience at a top buy side firm, or equivalent experiencePractical use of ML models in production.PhD level MathStatistics skillsCollaborative and patient nature

Created: 2025-02-20