Machine Learning Researcher
On-site · Jersey City, New Jersey, United States
Job Summary
Mine alpha factors and build predictive models via deep learning on multi-dimensional financial market data. Explore signal fusion and strategy ensemble approaches to enhance model robustness and portfolio return characteristics. Rapidly prototype, reproduce and optimize state-of-the-art deep learning models with mainstream ML frameworks. Stay updated on latest academic and industrial research, and conduct ongoing model iteration and performance enhancement. Requires strong theoretical ML foundation, proficiency in Python and DL frameworks, and hands-on experience in time series forecasting or NLP, with interest in applying ML to quantitative finance.
Required Qualifications
- Bachelor’s degree or above in Computer Science, Mathematics, Statistics, Machine Learning or related quantitative disciplines
- Strong theoretical foundation in machine learning; proficient in Python and mainstream deep learning frameworks
- Hands-on research or project experience in time series forecasting, NLP or related DL domains
- Logical, rigorous mindset with strong self-learning capability and interest in applying ML to quantitative finance
- Prior internship or working experience in Internet, AI, fintech or quantitative domains
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