Quantitative Trader Job at Selby Jennings, Boston, MA

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  • Selby Jennings
  • Boston, MA

Job Description

Responsibilities: Building algorithmic models Conducting alpha research on different systematic equity strategies Partnering with team members to build and improve trade infrastructure and tools for trading Analyzing large amounts of historical data from a variety sources Designing and testing new predictive signals, data sets, or trading strategies Building machine learning systems used to predict patterns in various aspects of portfolios Requirements Proficiency in Python and/or R (Python preferred) Experience applying machine learning models to trade signal production/optimization At least 3 years experience in a Quant Research position at a hedge fund or algorithmic trading firm Master's degree in Computer Science, Statistics, Mathematics, or Engineering (preferred) Experience working with large amounts of data across various data sets #J-18808-Ljbffr Selby Jennings

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