Global Stock Selection Research - Analyst/Associate
Core
Conduct quantitative alpha research and develop machine learning models for global stock selection strategies across liquid markets.
Role type
Senior quantitative researcher (equity/ML)
Builds
Proprietary investment strategies for hedge funds and mutual funds
Domain
Quantitative finance / Global equity markets
Deliverable
production ML models
Required skills
Python, machine learning, statistical analysis, financial data manipulation, mathematical modeling, feature engineering
Preferred skills
NLP/LLMs, scikit-learn, TensorFlow, PyTorch, academic research experience
Technologies
Python, scikit-learn, TensorFlow, PyTorch
Responsibilities
Perform statistical and economic research to develop new alpha signals; build and fine-tune ML architectures; implement research ideas into proprietary systems; collaborate on strategy improvement and risk models
Seniority
Mid-level (2-5 years experience)