A boutique, machine learning Hedge Fund, based in NYC, is looking for Quantitative Researchers to join their systematic research team. The team's research contributes directly to their fund's systematic equity trading book and work in a highly collaborative way, blending high quality quantitative research with deep learning. They're looking for talented quantitative researchers with experience developing signals for systematic equity strategies and machine learning experience.
- Develop automated investment strategies & models, by combining traditional statistics and machine learning.
- Support the improvement of existing strategies, risk management, portfolio optimization and TCA Modeling.
- Contribute to the continuous development of their research platform.
- STEM Master's or PhD
- Experience of statistical time-series analysis and machine learning research
- Strong programming skills in Python or C++
- Systematic Equities experience