Research Scientist (Recommendation Engines)

Job Description

Are you a Machine Learning Engineer or Researcher who has built recommendation, ranking, or personalization systems and wants to join one of the most prestigious quantitative hedge funds in the world here in New York City?

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My client is bringing top recommender systems talent into its alpha research organization to build ranking models and trading signals that power real strategies.

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This is a role I am actively recruiting for. If you have spent your career making feeds, rankings, and recommendations smarter and you are ready to move into the world of quantitative finance, then this is the role for you.

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What's the Job?

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You will join an ML-driven alpha research group and apply ranking, recommendation, and sequence modeling techniques to financial data. The work spans two closely connected areas:

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• Ranking and weighting a large network of external stock pickers to separate signal from noise, and turning their views into predictive features that feed the firm's core

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• Building shorter-horizon forecasting signals for stock returns, with time horizons ranging from multiple hours to overnight, for the firm's intraday trading platform.

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• Owning your work end to end, from alpha research and model development through to production deployment.

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• Working with graph embeddings, ranking and recommendation algorithms, and sequence models on time series data.

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• Seeing the results of your models in real time as they drive live trading.

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Compensation

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Total compensation budget in the range of $600,000 to $900,000, depending on experience.

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Qualifications

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• 2 to 6 years of experience building recommendation, ranking, or personalization systems, ideally at a large consumer technology company.

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• Hands-on experience with graph embeddings.

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• Experience with sequence modeling, such as predicting behavior from user activity history or other time series inputs.

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• A track record of deploying models to production and owning them front to back, not just one piece of the pipeline.

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• A broad ML generalist who is comfortable working across diverse datasets.

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• Ideally, you have led a recommendation system build or your core work measurably improved user engagement or personalization.

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• Product-minded, with experience optimizing a product or platform for a real audience.

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• Prior experience in finance is not required.

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Location

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This is a partially remote position here in New York City. You must be able to work in the New York City office 5 days per month.

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Who Are They?

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My client has over $50B AUM and is one of the most sought-after quantitative finance firms in the world to work for. They are known for applying machine learning, data science, and advanced technology to financial markets. Its researchers work alongside some of the brightest minds in the industry in a collaborative, research-driven culture, with the resources to take ideas from research all the way to production at scale.

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They offer many opportunities for growth, learning and career advancement. They are also well-known for their tech-first culture, stability and consistent performance in the industry.

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To learn more, apply here today or email me at: View email address on ziprecruiter.com

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