MachineLearning Quantitative Researcher

Benefits: Bonus based on performance Flexible schedule Home office stipend Opportunity for advancement Paid time off Profit sharing Signing bonus About Stormlight Capital Stormlight Capital LLC is a high-frequency trading firm and market maker specializing in event contracts. Leveraging advanced technology and quantitative expertise, we deliver deep liquidity, efficient pricing, and robust risk management for our proprietary trading strategies. Continuous innovation and disciplined execution keep us at the forefront of event-based markets. Role Summary You will spearhead research initiatives that transform large‑scale textual and structured datasets into systematic trading signals. Working closely with portfolio managers, data engineers, and software developers, you will own the full research lifecycle—from idea generation and data acquisition through model development, back‑testing, and hand‑off to production. What You’ll Do Identify predictive patterns in alternative textual and tabular data sources Mine time‑series and cross‑sectional relationships in high‑frequency and daily tabular data Build and compare NLP architectures (transformers, embeddings, topic & sentiment models) Develop statistical and machine‑learning models (linear factor, tree‑based, gradient boosting, neural nets) that combine text‑derived features with numeric factors Construct robust, transaction‑cost‑aware back‑tests Partner with Data Engineering to scale data pipelines and feature stores Work with Portfolio Engineering to integrate signals into systematic strategies and monitor live performance Present findings to senior leadership; contribute to Stormlight’s research culture through white‑papers, internal talks, and code reviews Minimum Qualifications Education – M.S. or Ph.D. in Computer Science, Statistics, Physics, Electrical Engineering, Applied Math, or a related quantitative field Programming – Expert‑level Python (pandas, NumPy, PyTorch or TensorFlow, scikit‑learn); solid SQL; version control (git) NLP & ML – Hands‑on experience training and fine‑tuning large language models, embeddings, and classical NLP pipelines; strong grasp of supervised learning, regularization, cross‑validation, and hyper‑parameter optimization Data Handling – Comfort manipulating TB‑scale datasets; proficiency with Spark, Dask, or comparable distributed frameworks Research Rigor – Track record of designing repeatable experiments, performing thorough statistical validation, and communicating uncertainty Communication – Ability to translate complex technical concepts into clear, actionable insights for stakeholders Preferred/Bonus Skills Prior alpha‑research or risk‑modeling experience in equities, futures, options, or FX Familiarity with market microstructure and execution cost modeling Contributions to open‑source ML/NLP projects or published research Why Stormlight Impact from Day 1 – Your models feed directly into active portfolios Research‑First Culture – time for blue‑sky experimentation; regular reading groups Competitive Total Compensation – Base salary, performance‑linked bonus, and profit‑share. Flexibility – Hybrid schedule or fully remote in a US‑friendly time zone This is a remote position.

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