Quantitative Researcher at one of the most well-paid multi-strat Quant firms

Looking for a deep learning role that could make the Mariana trench seem like a puddle?

This global investment manager hires asset class experts, such as an ex-portfolio manager from a Tier 1 hedge fund to grow and manage risk.

You’re going to be part of headcount growth this year to over 1000 which includes a 20% increase into research.

You’ll collaborate to develop different machine learning models for trading strategies and create high quality signals.

You'll be working at an MFT systematic multi-strat fund whose performance has been top tier over the last few years, with AUM and headcount growing. Despite their larger size, their structure remains collaborative and not solely pod-shop based, a rare find for an investment firm of this calibre.

You will ideally have prior experience in a fund within financial services with a strong background in machine learning or a related field. Proficiency in Python/R and experience with deep learning frameworks such as PyTorch or TensorFlow will also be required.

Want to join? Get in touch. Salary and total compensation is purely based on performance of your models and the overall business – we can discuss your comp requirements in depth when you get in touch.

No up-to-date CV required.