Job Description

▸ Company : Top-tier hedge fund with an MFT-focused team, offering a collaborative, research-driven environment. Emphasizes machine learning for cutting-edge strategy development.

▸ 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). 

▸ 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

▸ 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 

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