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Our client, a well-regarded quantitative hedge fund in the Bay Area, is looking to grow their Quantitative Research team. If you are interested in joining a rapidly growing company and working in a highly collaborative team, this could be a great opportunity for you!
In this role, you will be an integral member of the quantitative research team. You will use a variety of different methods and predictive models to contribute to the firm's trading strategies.
Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field (Ph.D. degree preferred)
Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
Prior experience working in a data-driven research environment
Strong programming experience in Python, R, or similar languages
Independent research experience (ideally with a publication record)
Ability to manage multiple tasks and thrive in a fast-paced team environment
Excellent analytic skills, with strong attention to detail
Internal Number: 5930256
About Selby Jennings QRF
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