There are a number of firms that are currently looking to hire Machine Learning Quant Researchers from junior (2 years experience) all the way through to PMs – this is the hottest year I’ve ever seen in systematic trading.

The roles are classic ML quantitative research roles focused on alpha signal generation. The most important skills for this are (on the junior end) (Finance experience not required):

• Strong quantitative academic credentials (in Machine learning, Artificial Intelligence, Mathematics, Statistics, Computer Science etc.)
• Demonstrated research experience/projects in Reinforcement Learning or Bayesian inference
• Competent programming (usually in Python or C++)

OR (on the more senior end) (Finance experience required)

• • Machine Learning signal research experience with track record
  • Programming skills in (Python or C++)

If you’d like to understand the current market, please e-mail pei@durlstonpartners.com for a confidential chat.