full-time
Quant researcher - Deep learning / Machine learning
Selby Jennings
- Employer
- Selby Jennings
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Develop machine learning and deep learning models to identify predictive patterns in financial data, and lead research from idea generation through model development, validation, and implementation. Work with large-scale datasets, build reproducible research pipelines, rigorously evaluate models, and collaborate with researchers and engineers to integrate models into production. An advanced degree in computer science, mathematics, statistics, physics, engineering, or a related field is required, along with a strong foundation in machine learning, statistics, optimization, and deep learning. Candidates should be proficient in Python and PyTorch or TensorFlow and have experience training and evaluating models at scale; quantitative finance experience is preferred but not essential for candidates with strong applied AI research experience.