Location: Singapore, Hong Kong, New York, Paris, Zurich, Central London, Greater London - United Kingdom Type: Permanent
Quantitative Researcher
My Client is a multi-strategy hedge fund with offices across New York, London, Hong Kong and Singapore. The firm is hiring Quantitative Researchers for an Equity/Futures team based in London, and are targeting profiles with prior experience using Machine Learning to generate alpha in liquid markets.
Responsibilities:
Develop predictive features from HFT/intraday market data and alternative data
Develop research pipelines for tree-based models, deep learning, NLP and related model
Design ML-driven alphas for cash equities and future
Collaborate with other researchers and developers to implement signals, and optimise performance in live tradin
Use academic advancements in Machine Learning to develop and implement novel approaches to research.
Requirements:
A master's or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc
5+ years of alpha research at a leading firm.
Experience in tree-based models, deep learning, LLMs/NLP, and a strong experience of overfitting-control
Expert-level Python, C++ experience is preferred but not required
There are also other roles available at varying levels of seniority within other teams/asset classes, as well as located in other places throughout Europe, Asia, and North America - so if you don't fit the exact description, still feel free to apply