ML Quant Researcher (Intraday Equities)
Fionics - new york city, NY
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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 strategies â–¸ Qualifications : 3-7 years of experience in a Quant Research Experience at a top buy side firm, or equivalent experience Practical use of ML models in production. PhD level Math/Statistics skills Collaborative and patient nature
Created: 2024-10-02