North Platte, United States
Lead LLM/ML Quantitative Analyst
North Platte, United States - New York, New York, us, 10261
Work at North Platte, United States
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Overview
Lead LLM/ML Quantitative Analyst Selby Jennings North Platte, United States
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Posted 1 day ago Hybrid Job Permanent USD200000 - USD300000 per year + total compensation of $500K-$600K
Lead LLM/ML Quantitative Analyst Selby Jennings North Platte, United States
Apply now Lead LLM/ML Quantitative Analyst Location: New York, Los Angeles, Irvine, San Francisco, Miami, Chicago Firm: Multi-Trillion AUM Global Asset Manager A leading global asset manager with over a trillion dollars in assets under management is seeking a Lead LLM/ML Quantitative Analyst to join its Centralized Quantitative Research group. This individual will play a key role in developing and deploying advanced machine learning and large language model (LLM) solutions to enhance investment decision-making across the firm. This is a high-impact role focused on building intelligent ML agents (bots) and tools that support portfolio managers across a range of strategies, including separately managed accounts (SMAs), long-only equity portfolios, and more. The ideal candidate combines deep technical expertise with a strong understanding of financial markets and a passion for solving complex, open-ended problems. Key Responsibilities Lead the design and implementation of ML/LLM-based agents that integrate into firmwide investment workflows.
Identify and prioritize high-value research initiatives.
Apply advanced quantitative techniques to model complex financial systems and uncover actionable insights.
Translate investment-relevant questions into testable hypotheses and scalable ML solutions.
Partner with technology teams to build and maintain robust research and computing environments.
Communicate research findings and model implications clearly to investment professionals and stakeholders.
Mentorship, collaboration, and thought leadership.
Qualifications Advanced degree (MFE, MSc, PhD) in a quantitative field such as econometrics, mathematical finance, statistics, or physics.
7-15 years of experience applying AI/ML techniques to financial markets; hands-on experience with LLMs is a strong plus.
Proficiency in quantitative programming languages such as Python, Julia, or R.
Strong interpersonal and consulting skills with the ability to collaborate across engineering, investment, and research teams.
Demonstrated ability to manage multiple priorities and deliver under tight deadlines.
Excellent communication skills, both written and verbal, with the ability to tailor insights to diverse audiences.
A self-starter mindset with a commitment to continuous learning and innovation.
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...
Lead Quant Analyst - Portfolio Optimization & Construction Selby Jennings North Platte, United States Sr. Quantitative Researcher - Investment Portfolio Risk Selby Jennings North Platte, United States Client Manager - Employee Benefits Selby Jennings North Platte, United States Portfolio Construction Researcher | CT Selby Jennings Stamford, United States AI/ML Data Scientist Selby Jennings Manhattan, United States VP - AI/ML Data Scientist Selby Jennings Manhattan, United States Global Head of Equity Quants - Managing Director Selby Jennings Manhattan, United States Boost your career Find thousands of job opportunities by signing up to eFinancialCareers today.
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Apply now
Posted 1 day ago Hybrid Job Permanent USD200000 - USD300000 per year + total compensation of $500K-$600K
Lead LLM/ML Quantitative Analyst Selby Jennings North Platte, United States
Apply now Lead LLM/ML Quantitative Analyst Location: New York, Los Angeles, Irvine, San Francisco, Miami, Chicago Firm: Multi-Trillion AUM Global Asset Manager A leading global asset manager with over a trillion dollars in assets under management is seeking a Lead LLM/ML Quantitative Analyst to join its Centralized Quantitative Research group. This individual will play a key role in developing and deploying advanced machine learning and large language model (LLM) solutions to enhance investment decision-making across the firm. This is a high-impact role focused on building intelligent ML agents (bots) and tools that support portfolio managers across a range of strategies, including separately managed accounts (SMAs), long-only equity portfolios, and more. The ideal candidate combines deep technical expertise with a strong understanding of financial markets and a passion for solving complex, open-ended problems. Key Responsibilities Lead the design and implementation of ML/LLM-based agents that integrate into firmwide investment workflows.
Identify and prioritize high-value research initiatives.
Apply advanced quantitative techniques to model complex financial systems and uncover actionable insights.
Translate investment-relevant questions into testable hypotheses and scalable ML solutions.
Partner with technology teams to build and maintain robust research and computing environments.
Communicate research findings and model implications clearly to investment professionals and stakeholders.
Mentorship, collaboration, and thought leadership.
Qualifications Advanced degree (MFE, MSc, PhD) in a quantitative field such as econometrics, mathematical finance, statistics, or physics.
7-15 years of experience applying AI/ML techniques to financial markets; hands-on experience with LLMs is a strong plus.
Proficiency in quantitative programming languages such as Python, Julia, or R.
Strong interpersonal and consulting skills with the ability to collaborate across engineering, investment, and research teams.
Demonstrated ability to manage multiple priorities and deliver under tight deadlines.
Excellent communication skills, both written and verbal, with the ability to tailor insights to diverse audiences.
A self-starter mindset with a commitment to continuous learning and innovation.
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...
Lead Quant Analyst - Portfolio Optimization & Construction Selby Jennings North Platte, United States Sr. Quantitative Researcher - Investment Portfolio Risk Selby Jennings North Platte, United States Client Manager - Employee Benefits Selby Jennings North Platte, United States Portfolio Construction Researcher | CT Selby Jennings Stamford, United States AI/ML Data Scientist Selby Jennings Manhattan, United States VP - AI/ML Data Scientist Selby Jennings Manhattan, United States Global Head of Equity Quants - Managing Director Selby Jennings Manhattan, United States Boost your career Find thousands of job opportunities by signing up to eFinancialCareers today.
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