WorldQuant seeks a research scientist to join the Value Addition team. The team has created and operates WorldQuant's investment evaluation system, and the individual will be part of a dynamic group of researchers and business leaders on the cutting edge of quantitative finance.
Requirements
- Graduate-level calculus, linear algebra, optimization and machine learning algorithms knowledge
- Graduate-level research experience in a quantitative field
- Machine learning models research and operations experience
- Experience working with 'large' datasets (>100G CSV)
- Excellent knowledge of Python, NumPy and Pandas
- Experience with at least one of: XGBoost, LightGBM, CatBoost, Tensorflow, PyTorch, MOSEK, CVXPY
- Experience with at least one of: Intel MKL, JAX, PySpark, Dask, Ray, ClickHouse, Vertica, Arrow
- C++ knowledge is a plus
- Passion for reasonable accuracy-explainability trade-offs in models
- Willingness to explain and defend employed models, their interpretation and business value to the team and stakeholders
- Ability to run full-length research work: from business idea, through data collection and model implementation, to tangible business data produced at regular frequencies
- Experience in applying AI techniques to multi modal data and draw insights to support management decision making
Benefits
- Fully paid medical and dental insurance for employees and dependents
- Flexible spending account
- 401(k)
- Fully paid parental leave
- Generous PTO with unlimited sick days
- Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code
- Training: learning and development courses, speakers, team-building off-site
- Employee resource groups