Quantitative Researcher

Quantitative Researcher My Client is a multi-strategy hedge fund with offices across New York, London, Hong Kong and Singapore. The firm is hiring Quantitative Researchers for an Equity/Futures team based in London, and are targeting profiles with prior experience using Machine Learning to generate alpha in liquid markets.Responsibilities:Develop predictive features from HFT/intraday market data and alternative datDevelop research pipelines for tree-based models, deep learning, NLP and related modelDesign ML-driven alphas for cash equities and futureCollaborate with other researchers and developers to implement signals, and optimise performance in live tradinUse academic advancements in Machine Learning to develop and implement novel approaches to research.Requirements:A master’s or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc5+ years of alpha research at a leading firm.Experience in tree-based models, deep learning, LLMs/NLP, and a strong experience of overfitting-controlExpert-level Python, C++ experience is preferred but not requiredThere are also other roles available at varying levels of seniority within other teams/asset classes, as well as located in other places throughout Europe, Asia, and North America - so if you don't fit the exact description, still feel free to applyReference: AMC/DMA/LDN2