Senior Quantitative Researcher: MFE

Tasks

• Apply machine learning to investment research
• Backtest evaluate and validate strategies
• Collaborate to implement production investment strategies
• Design test and improve systematic strategies
• Develop alpha signals
• Develop research tools and model evaluation frameworks
• Monitor strategies in production
• Perform performance attribution and robustness analysis
• Research cross sectional equity signals

Perks/Benefits

• Collaborative work environment
• Open supportive culture

Skills/Tech-stack

Backtesting | Cross-sectional modeling | Dimensionality Reduction | Econometrics | Explainable AI | Factor investing | Graphical Models | Machine Learning | NLP | Network Analysis | Optimization | Performance attribution | Portfolio construction | Python | Risk Management | Statistics | Time Series | Tree-based Models