Internship in Machine Learning Research, Systematic Equities

Machine Learning Research Internship, Systematic Equities Please send all resume submissions to [email protected] and reference REQ-15584 in the subject. Job Description The Machine Learning Quantitative Researcher will be part of a small, collaborative team, focusing on systematic, global equities and futures trading. The ideal candidate will be hired as a paid intern for one year, with the prospect of full-time employment following a successful completion of the internship program. Preferred Location Flexible, with a preference for Dubai, Europe, or Asia. Principal Responsibilities Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation, and back testing. Developing and deploying machine learning methods for signal generation. Building Machine Learning pipelines for efficient and scalable research to be utilized in a trading environment. Combining financial insights and statistical learning techniques to explore, analyze, and harness a variety of datasets and build predictive models which will be used in the investment process. Collaborating with the SPM in a transparent environment, actively participating in the investment process. Preferred Technical Skills Strong research and programming skills are essential. A Bachelor's, Master's, or Ph.D. degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science, or related field from a top-ranked university. Minimum Major GPA: 3.7. Preferred Experience Experience with implementing deep learning models is a prerequisite for this role. Highly Valued Relevant Experience Experience working in a quantitative research capacity focusing on equities. Candidates from quantitative trading firms are strongly preferred, but individuals from banks are also welcome. Strong economic intuition and critical thinking. Target Start Date As soon as possible.