Our client is building an equity trading engine powered by machine learning. They are seeking a Hedge Fund Quant Analyst with deep expertise in equity trading, advanced modeling techniques, and programming to help design and implement this system.

Responsibilities:

1. Design, test, and optimize machine-learning-driven trading models.
2. Apply advanced techniques such as non-linear models, deep neural networks, and tree-based models to equity markets.
3. Conduct risk analysis and evaluate market risk factors to strengthen portfolio resilience.
4. Develop and refine alpha capture algorithms to generate sustainable returns.
5. Collaborate on the architecture and scaling of the trading engine.
6. Leverage Python programming skills, including experience with LLM-assisted coding, to build and maintain efficient, production-ready code.
7. Monitor performance, troubleshoot issues, and continuously improve strategies.

Qualifications:

1. 5-7 years of experience as a hedge fund quant analyst or in a similar trading/quant role (other relevant backgrounds may also be considered).
2. Strong knowledge of equity trading strategies and financial markets.
3. Hands-on experience with non-linear models, neural networks, and ensemble/tree-based methods.
4. Proven expertise in risk analysis and market risk factor modeling.
5. Deep understanding of alpha capture and algorithmic trading strategies.
6. Proficiency in Python, with exposure to modern coding tools and frameworks (experience with LLM-assisted coding is a plus).
7. Independent, results-driven professional able to thrive in a startup-like environment.

Start: Immediately

Duration: 6 month with likely extension, then possibility of joining a fund

Time commitment: 5 days per week

Location: 3-4 days per week in-person in Greater NYC

Rate: $100-$125 per hour

Project ID#: 7963

*This is a 1099 contract role that does not offer health benefits