AI Research Scientist (Value Addition)

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