Quantitative Researcher, Systematic Strategies

What you'll do

• Analyze textual data using advanced NLP models to develop actionable trading signals.
• Build and integrate globally accessible quantitative trading infrastructure.
• Develop alphas using LLM and machine learning methods to enhance trading strategies.
• Improve framework models and conduct research analysis to provide insights on portfolio construction and risk exposures.
• Conduct factor model research and build essential tools for equity factors.
• Work with large, complex datasets to build predictive models.
• Communicate complex and technical subject matters clearly to stakeholders.

What we're looking for

• Must be a PhD student graduating between Winter 2027 and Spring/Summer 2028.
• Must be pursuing a degree in Mathematics, Statistics, Computer Science, or a related quantitative field.
• Proficiency in Python programming is required.
• Must have strong knowledge of probability and statistics, including machine learning and NLP.
• Must have experience working with large, complex datasets and building predictive models.
• Must have prior independent research experience in a data-driven environment.
• Familiarity with language models such as BERT, GPT, and XLNet, and NLP related publications (preferred).
• Must possess outstanding analytics skills, attention to detail, and the ability to communicate complex technical subjects.