Machine Learning Quantitative Researcher - Equities
Summary
This role involves working with a Quantitative Portfolio Manager to develop non-linear machine learning trading signals for US and Global Equity markets. The researcher will focus on creating strategies that are orthogonal to the team's existing profitable equity statistical arbitrage models.
A Quantitative Portfolio Manager focused on Equity Stat Arb trading is looking for a ML Quant Researcher to join their team in San Francisco. The PM has 10 years of experience building consistently profitable signals across US and Global Equity markets and is looking for someone who can successfully leverage non-linear methods to build trading signals that are orthogonal to their pre-existing core strategies. This role is unique given the PM is open to strong talent coming from industry, tech o…