Machine Learning Quant Analyst

Job title:

Machine Learning Quant Analyst

Company

Selby Jennings

Job description

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.

Expected salary

£120000 – 150000 per year

Location

London

Job date

Fri, 29 Nov 2024 01:04:23 GMT

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