Job title:

Machine Learning Quant Analyst

Company

Selby Jennings

I am working with a tier 1 multi-manager who are expanding their centralised machine learning functions.Key Responsibilities:

Research and develop machine learning models tailored to financial data and trading applications.
Analyze large-scale, high-dimensional datasets to identify predictive signals and optimize trading strategies.
Work closely with quantitative analysts, portfolio managers, and engineers to integrate ML models into live trading environments.
Prototype, test, and validate algorithms to ensure robustness and scalability in production settings.
Stay abreast of emerging machine learning techniques and evaluate their applicability to finance.

Preferred Qualifications:

PhD or Master’s degree in Computer Science, Machine Learning, Mathematics, Statistics, or a related quantitative field.
Expertise in machine learning techniques such as supervised learning, reinforcement learning, deep learning, or unsupervised methods.
Proficiency in Python, R, or C++ and ML frameworks like TensorFlow, PyTorch, or Scikit-learn.
Familiarity with financial data (e.g., time series, tick data) and domain-specific challenges like low signal-to-noise ratios.
Knowledge of optimization, probabilistic models, or Bayesian inference is a plus.
3+ years of experience in ML research or applications, preferably within a financial or quantitative context.
Exceptional ability to solve complex problems with a structured, data-driven approach.
Strong skills in conveying technical ideas to diverse audiences, including non-technical stakeholders.

If there is any interest, please apply directly or reach out to harry.moore(at)selbyjennings.com.

£120000 – 150000 per year

London

Fri, 29 Nov 2024 01:04:23 GMT

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