We're working with a leading multi-strategy hedge fund that's hiring a Quantitative Researcher with strong machine learning experience. This is a mid-level role focused on alpha generation within a systematic trading team.

Responsibilities:

• Research and develop machine learning-driven alpha signals across global markets.
• Backtest and validate predictive models using large financial and alternative datasets.
• Work closely with PMs and senior quants to translate model outputs into actionable strategies.
• Evaluate signal performance, manage decay, and iterate on features/models to improve Sharpe.
• Contribute to research infrastructure and maintain high research standards and reproducibility.

What they’re looking for:

• 3+ years of experience in quant research, data science, or applied ML (ideally in finance).
• Strong track record building and testing predictive models in Python (numpy, pandas, sklearn, PyTorch/TensorFlow).
• Solid understanding of alpha research, financial markets, and statistical modeling.
• Comfort working with noisy, high-dimensional datasets.
• Independent thinker with strong communication and collaboration skills.

Nice to Have:

• Experience with intraday or high-frequency signals.
• Familiarity with alternative data and portfolio construction.
• Exposure to live trading environments or execution-aware modeling.