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6 часов назад

Senior Quantitative Researcher: MFE (Machine Learning)

Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
Monaco
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Senior Quantitative Researcher: MFE (Machine Learning): Developing and deploying quantitative equity strategies across global developed and emerging markets with an accent on alpha signal research, portfolio construction, and rigorous strategy evaluation. Focus on applying machine learning to alternative financial datasets, building robust long/short models, and translating research into production-ready investment strategies.

Location: Monaco

Company

hirify.global operates a systematic equities investment team that develops and deploys research-driven strategies across global equity markets.

What you will do

  • Conduct quantitative research to develop alpha signals for systematic equity strategies across developed and emerging markets.
  • Research and implement cross-sectional equity signals using traditional financial data, alternative datasets, and statistical or machine learning techniques.
  • Design, test, and improve idiosyncratic, factor-neutral, and long/short systematic strategies.
  • Evaluate signals and strategies through backtesting, performance attribution, robustness analysis, and out-of-sample testing.
  • Collaborate with portfolio managers, researchers, data engineers, and technology teams to move research ideas into production.
  • Contribute to internal research tools, analytics platforms, and model evaluation frameworks.

Requirements

  • Master’s degree or Ph.D. in mathematics, statistics, computer science, engineering, physics, economics, financial engineering, or a related quantitative discipline.
  • 8+ years of experience in quantitative research, systematic equities, asset management, hedge funds, proprietary trading, or a related investment environment.
  • Strong understanding of equity markets, factor investing, alpha research, portfolio construction, and risk management.
  • Strong programming skills, preferably in Python, with experience working with large financial datasets and research infrastructure.
  • Knowledge of statistics, econometrics, machine learning, optimization, and time-series or cross-sectional modelling.
  • Ability to work independently across the full research lifecycle, from idea generation to live deployment, and explain complex quantitative concepts to technical and non-technical stakeholders.

Nice to have

  • Academic teaching, publishing, or thought leadership in machine learning, quantitative finance, or systematic investing.

Culture & Benefits

  • Open, collaborative, and supportive research environment.
  • Flexible approach to quantitative research and strategy development.
  • Close collaboration across investment research, portfolio management, data engineering, and technology teams.
  • Opportunity to work on global systematic equity strategies and advanced research technology.

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