Our client is building an equity trading engine powered by machine learning. They are seeking a Hedge Fund Quant Analyst with deep expertise in equity trading, advanced modeling techniques, and programming to help design and implement this system.
Responsibilities:
• Design, test, and optimize machine-learning-driven trading models.
• Apply advanced techniques such as non-linear models, deep neural networks, and tree-based models to equity markets.
• Conduct risk analysis and evaluate market risk factors to strengthen portfolio resilience.
• Develop and refine alpha capture algorithms to generate sustainable returns.
• Collaborate on the architecture and scaling of the trading engine.
• Leverage Python programming skills, including experience with LLM-assisted coding, to build and maintain efficient, production-ready code.
• Monitor performance, troubleshoot issues, and continuously improve strategies.
Qualifications:
• Prior experience as a hedge fund quant analyst or in a similar trading/quant role (other relevant backgrounds may also be considered).
• Strong knowledge of equity trading strategies and financial markets.
• Hands-on experience with non-linear models, neural networks, and ensemble/tree-based methods.
• Proven expertise in risk analysis and market risk factor modeling.
• Deep understanding of alpha capture and algorithmic trading strategies.
• Proficiency in Python, with exposure to modern coding tools and frameworks (experience with LLM-assisted coding is a plus).
• Independent, results-driven professional able to thrive in a startup-like environment.
Start: Mid-September
Duration: 3 months, with likely 6 month extension, then possibility of joining a fund
Time commitment: 5 days per week
Location: 2-3 days per week in-person in Greater NYC
Project ID#: 7662
*This is a 1099 contract role that does not offer health benefits
