Selby Jennings
Senior Quantitative Engineer - Cutting-Edge Hedge Fund
Selby Jennings, San Francisco, California, United States, 94199
2 days ago Be among the first 25 applicants
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $300,000.00/yr - $400,000.00/yr
Additional compensation types Sign-on bonus
A pioneering hedge fund is seeking a
Senior Quantitative Engineer
to join its team and help redefine how data and machine learning drive investment strategies. This firm leverages advanced technology and a global network of predictive models to stay ahead in the markets, with a mission to transform massive, complex datasets into actionable insights that generate alpha.
Responsibilities
Architect and enhance systems powering research, data pipelines, and trading.
Source and evaluate new datasets, build models to assess their predictive value, and integrate them into the firm's strategy.
Research and implement portfolio management and execution frameworks.
Produce clear, data-driven research reports and productionize successful strategies.
Lead major projects, mentor peers, and raise the engineering bar across the organization.
Integrate new risk models into portfolio management and evaluate their impact.
Research and apply data transformations to improve machine learning performance.
Trial and onboard alternative datasets to enhance predictive capabilities.
Qualifications
Proven experience training and deploying machine learning models.
Strong background in quantitative finance data.
Exceptional written communication for technical documentation and research.
Ownership mindset and strong debugging skills.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Research
Investment Management
Referrals increase your chances of interviewing at Selby Jennings by 2x
Inferred from the description for this job
Medical insurance
Vision insurance
401(k)
#J-18808-Ljbffr
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $300,000.00/yr - $400,000.00/yr
Additional compensation types Sign-on bonus
A pioneering hedge fund is seeking a
Senior Quantitative Engineer
to join its team and help redefine how data and machine learning drive investment strategies. This firm leverages advanced technology and a global network of predictive models to stay ahead in the markets, with a mission to transform massive, complex datasets into actionable insights that generate alpha.
Responsibilities
Architect and enhance systems powering research, data pipelines, and trading.
Source and evaluate new datasets, build models to assess their predictive value, and integrate them into the firm's strategy.
Research and implement portfolio management and execution frameworks.
Produce clear, data-driven research reports and productionize successful strategies.
Lead major projects, mentor peers, and raise the engineering bar across the organization.
Integrate new risk models into portfolio management and evaluate their impact.
Research and apply data transformations to improve machine learning performance.
Trial and onboard alternative datasets to enhance predictive capabilities.
Qualifications
Proven experience training and deploying machine learning models.
Strong background in quantitative finance data.
Exceptional written communication for technical documentation and research.
Ownership mindset and strong debugging skills.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Research
Investment Management
Referrals increase your chances of interviewing at Selby Jennings by 2x
Inferred from the description for this job
Medical insurance
Vision insurance
401(k)
#J-18808-Ljbffr