q9 xj4wBtMd VF6PAnWRv - Front Office Systematic Team — New York City Metropolitan Area

About the Role

This role sits on a front office systematic team, embedded directly in the research and signal-generation process rather than supporting it from a distance. The work touches live capital allocation: models and research this person produces can end up directly informing how the fund trades.

What You’ll Do

• Research, design, and test novel modeling approaches for signal generation and alpha discovery

• Translate research ideas into production-ready models in collaboration with engineering

• Rigorously backtest and validate hypotheses before they reach live trading

• Partner directly with portfolio managers to understand what questions are worth answering

• Stay current with applied ML/AI research and bring relevant techniques into the fund’s process

Must-haves

• Strong quantitative background (PhD or equivalent research experience in a relevant field)

• Hands-on experience applying ML/AI techniques to real, messy data, not just academic benchmarks

• Strong coding ability in Python (or equivalent) to implement your own research

• Comfort with ambiguity and a research process with no guaranteed answer

Nice-to-haves

• Prior experience in systematic trading or quantitative finance

• Published research in top ML/AI venues

• Experience with time series, NLP, reinforcement learning, or relevant domains

• Experience working directly with traders or PMs on live research questions