The role involves joining an ML-driven alpha research group at a prestigious quantitative hedge fund in New York City. The primary focus is to apply ranking, recommendation, and sequence modeling techniques to financial data. This includes ranking and weighting external stock pickers to identify signal from noise and developing shorter-horizon forecasting signals for stock returns for the firm's intraday trading platform. The position requires owning the work end-to-end, from research and development to production deployment, and working with graph embeddings, ranking/recommendation algorithms, and sequence models on time series data. Successful candidates will see their models drive live trading in real time.
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Job Type
Full-time
Career Level
Senior
Education Level
No Education Listed