Opportunity for a quantitative researcher with a strong programming background in Python for a role within the machine learning and data science team in New York.
The role concerns Algorithm Development, Classification and Clustering of unstructured and semi-structured data. The role will involve tagging and organizing content, data mapping and building analytical tools used by the deep learning research team and the investment strategy groups.
The position would be suitable for a candidate with a Masters level education from a top school and 2-4 years of experience working in a data science field. Finance experience is not required as the domain experience can be picked up on the job. They are selecting based on technical skill and business acumen. The role will involve working for a well-known hedge fund that focuses on machine learning and quantitative trading.
The team are using large unstructured data (satellite images, logistics data, and credit card data) combined with some of the latest econometric techniques (Nowcasting) for investing in Consumer Discretionary and TMT sectors.