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Quant Researcher (AI, Deep Learning Preferred)

  • Job type: Permanent
  • Location: United States
  • Salary: Competitive
  • Job reference: 43642
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 23/03/2018
A well established boutique hedge fund with offices in NY and San Francisco is currently looking for a quantitative researcher to join the group. This firm currently operates with a nibble team of 30 employees that work together in a very collaborative environment with a feel similar to a tech start up.

In this role you will develop quantitative strategies, research market data, apply deep learning and AI techniques, identify trading signals and find alpha. The company currently puts a large emphasis candidate with a strong understanding of machine learning and finance experience is not necessary. Much of the team is currently made up of past top Silicon Valley talent employees with no prior experience in trading.

Qualifications:
  • Masters or PhD in quantitative field
  • Experience with large data sets
  • Experience in machine learning (specifically deep learning and AI)
  • Understanding of time series analysis and regression
  • Experience with coding and programing (exposure to C++ is a plus)
  • No finance experience required
If interested please apply below!


 


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