Overview:
Selby Jennings is working with a prestigious quantitative trading firm who specialize in high frequency trading, market making, and machine learning based strategies. The firm deploys an academic approach to their investment strategies, and the Research group is led by professors, post-docs, and PhD graduates coming from some of the most highly ranked universities in the world. Many of the employees are professional poker players, have led impactful research in scientific journals, come from national laboratories, and truly value research-driven approaches to investment strategies.
This firm is actively sourcing for their Machine Learning team that is based in the San Francisco area. They are looking to bring on an experienced Machine Learning Scientist and a Machine Learning Engineer that are eager to immerse themselves in a seat where they are the primary decision maker and SME. The group supports all trading functions for the firm and is responsible for designing software that helps empower the company to achieve the best PnL results possible. Projects range from building ML models for better price prediction, to Deep Learning research focused on building neural networks and models that could be used to help aid in the research process for the Trading organization.
Qualifications:
- Masters of PhD in a quantitatively aligned field (ex. Physics, Computer Science, Applied Mathematics, etc.)
- Applied experience with Machine Learning and Deep Learning research
- Track record of several years in a Premier Lab
- 3+ years of industry experience
- Python proficiency
Competitive compensation banding is available.
Please apply in if you are inclined to learn more.
