We are hiring a Quantitative Researcher (Machine Learning) to join leading global hedge funds and systematic trading teams. This role focuses on applying machine learning, statistical modelling, and quantitative research to develop alpha-generating strategies across equities, futures, options, and other liquid asset classes.
Key Responsibilities
- Research and develop machine learning–driven trading signals
- Apply techniques such as supervised/unsupervised learning, feature engineering, and model validation
- Build, backtest, and optimize systematic trading strategies
- Work closely with portfolio managers and quant developers to deploy models into production
Requirements
- Strong background in quantitative research, machine learning, and statistics
- Advanced Python skills (NumPy, pandas, scikit-learn, PyTorch or TensorFlow)
- Experience with financial time-series data and systematic trading
- Degree in Mathematics, Computer Science, Engineering, Physics, or Statistics
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