Quantitative Researcher Futures (Machine Learning)

Company

Diversified trading firm operating with proprietary capital across global financial markets and traditional and non-traditional asset classes.

What you will do

• Design non-linear signal combination frameworks that improve on linear and mean-variance approaches.
• Build regime-aware and conditional signal models based on volatility, correlations, and risk conditions.
• Research, develop, and validate machine learning trading signals using intraday and daily data.
• Integrate signals into risk sizing, portfolio construction, and optimization frameworks.
• Collaborate with traders, quantitative researchers, and infrastructure teams to move research into production.

Requirements

• 3+ years of experience in quantitative research, systematic trading, or applied machine learning in financial markets.
• Strong foundation in machine learning, statistics, and optimization.
• Master’s degree or PhD.
• Proficiency in Python and common data and machine learning libraries.
• Experience working with time-series data and building predictive models.
• Strong analytical and communication skills for presenting results to trading teams.

Culture & Benefits

• Work with autonomy and direct ownership of research affecting live trading.
• Collaborate closely with traders and other quantitative researchers.
• Employee benefits include medical, pharmacy, dental, and vision insurance.
• Benefits include 401(k) with discretionary employer match, disability and life insurance, HSA, and FSA.
• Eligible for an annual discretionary bonus.