Selby Jennings is working with a elite Quant Hedge Fund founded by ex Two Sigma individuals who have graduated from IVY league Universities. The company was founded in 2022 and already has over $1 billion in AUM.
REQUIRMENTS:
They are looking to bring exceptional Machine Learning Researchers who would have following experience/expertise:
- Experience with time series modeling
- Understands ML basics and has extensive experience in tree based approaches and/or simple neural network based approach.
- Masters or PhD (preferred) in Computer Science, Mathematics or Machine Learning
- Machine Learning Experience and proficiency in Python
RESPONSIBILITIES
- The core responsibilities are building and improving learning algorithms that can be applied to multiple types of feature sets.
- Collaborate with hypothesis modelers to develop new features. For example, a typical iteration might look like: hypothesis researcher sends ML researcher a batch of features, ML researcher does some initial analysis and sees what's valuable, then hypothesis researcher incorporates that feedback into designing new features. It's very collaborative: not only does the ML researcher know exactly what the features are, but we want that person to be giving feedback to the hypothesis researchers on those features.
- As an early employee, you will join a lean team of 14 people and be a critical part of their core team and significantly influence the company's direction.
