My client are looking for Machine Learning driven quant researchers who either have industry experience (Finance) or are coming straight from a PhD / academia to be based in London.
Key Responsibilities:
- Develop and implement machine learning models to analyze and predict market trends.
- Conduct extensive research to identify new data sources and features for predictive modelling.
- Collaborate with traders and other researchers to integrate models into trading strategies.
- Optimize existing models and algorithms to improve performance and accuracy.
- Stay updated with the latest advancements in machine learning and financial research.
- Present research findings to team members and contribute to strategy development.
Requirements:
- PhD in Machine Learning, Computer Science, Statistics, Mathematics, or a related field with a focus on machine learning.
- Proven experience in applying machine learning techniques to real-world problems, preferably in a financial context.
- 0 - 4 years experience in industry.
- Strong programming skills in Python, R, or similar languages.
- Solid understanding of statistical methods and quantitative research methodologies.
- Strong communication skills and the ability to work collaboratively in a team environment.
- Knowledge of financial markets and trading principles is a plus.
Benefits:
- Exceptional compensation and performance-based bonuses.
- Comprehensive health insurance and retirement plans.
- Professional development opportunities, including conferences and workshops.
- Access to state-of-the-art technology and research resources.
- Opportunity to work in a dynamic and intellectually stimulating environment.
If interested, please apply directly or reach out to harry.moore(at)selbyjennings.com
