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An industry leading Hedge Fund based in New York City is looking for Data Scientists with Natural Language Processing (NLP) experience to join their Quantitative Strategies team. Founded over 20 years ago, the team is on a mission to transform their investment research process into a truly systematic model by utilizing alternative data, fundamental data, Natural Language Processing (NLP), and other AI focused analytics to analyze data and conduct research. This Hedge Fund has less than 500 employees globally & their highly effective workforce is home to some of leading minds in finance from around the world. The group trades across all liquid markets, with a particular focus on liquid futures, FX, and Commodities strategies in global markets.
These Data Scientists/Quant Researchers will be utilizing cutting edge data science techniques to support revenue generation and improve business efficiencies across the Quantitative Strategies group. This team sits in the same compensation pool as the traders and investment professionals, so targets and expectations for these hires will be similar to those of revenue generators and not cost-centered.
What will these Data Scientists-Natural Language Processing (NLP) be responsible for?
Develop, deploy and apply sophisticated deep learning techniques including speech recognition, Natural Language Processing & Time Series predictions
Develop models and data-driven solutions to contribute towards revenue generation & operational efficiency
Lead your own projects. Suggest, collect and synthesize requirements. Create an effective roadmap towards the deployment of a production-level machine learning applications.
Conduct objective research on project situational demands, and other related topics to support critical analysis.
Worth with other quantitative researchers and analysts to identify market trends, microstructure analysis, and other key business drivers
Work with the Technology team to deliver best in class technology systems and software to the trading team and investment team
2+ years experience utilizing Natural Language Processing within the financial industry
4+ years of relevant quantitative research experience working for a credible investment management firm
Ph.D. in Computational Linguistics, Linguistics, Language Technologies, Computer Science or Electrical & Computer Engineering from a top institution
Excellent knowledge and project examples of machine learning algorithms (regression, classification, clustering)
Expertise in Deep Learning: DNN, CNN, RNN/LSTM, GAN or other auto encoder (AE)
Knowledge of Structured Products (Equity and Fixed Income Derivatives) is a plus
Internal Number: 6374002
About Selby Jennings QRF
eFinancialCareers is a career site specializing in financial services.