Opportunity for a quantitative researcher with a strong programming background in Python for a role within the machine learning and data science team in London or New York. The team are hiring on both sides of the pond.
The role concerns Algorithm Development, Network Graphs, Recursive Algorithms, and Machine Learning with a focus on Support Vector Machines, and Random Forest Algorithms.
The position would be suitable for a candidate with a Masters level education 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 disrupting the insurance industry.