ML Quant Researcher (Intraday Equities)

Overview 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). 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 / Requirements 3-7 years of experience in a Quant Research role. Experience at a top buy-side firm, or equivalent experience. Practical use of ML models in production. Collaborative and patient nature. Seniority level Mid-Senior level Employment type Full-time Job function Finance, Research, and Engineering Industries Software Development, Financial Services, and Capital Markets #J-18808-Ljbffr Fionics