Job title: LLM/AI Research Lead | Quantitative Hedge Fund
Company: Selby Jennings
Job description: About the FirmThis firm is a technology-driven hedge fund that applies machine learning and AI to develop systematic investment strategies. With a unique approach that combines crowdsourced data science and cutting-edge quantitative research, the firm is at the forefront of AI-driven investing. Researchers have access to massive proprietary datasets, high-performance computing infrastructure, and a collaborative research environment, where new ideas can be rapidly tested and deployed in live markets.The RoleAs the LLM Quantitative Research Lead, you will lead the effort to develop, fine-tune, and apply state-of-the-art LLM methodologies to financial prediction. You will work with high-dimensional, structured and unstructured datasets to extract meaningful patterns and design novel AI-driven investment strategies.Key Responsibilities
- Research and develop cutting-edge LLM methodologies for financial markets, leveraging self-supervised learning, reinforcement learning, and transfer learning techniques.
- Build and optimize deep learning architectures to extract alpha from structured and unstructured financial data (e.g., news, filings, alternative datasets).
- Collaborate with world-class quantitative researchers, data scientists, and engineers to integrate AI-driven insights into systematic trading strategies.
- Stay ahead of advancements in deep learning, NLP, and generative AI, evaluating their applications in finance.
- Work in a research-first environment where experimentation, innovation, and rigorous testing drive strategy development.
What We’re Looking For
- Ph.D. in AI, Machine Learning, Computer Science, or a related quantitative field from a top institution.
- Extensive experience in LLM research, deep learning, and advanced NLP techniques.
- Strong programming skills in Python and experience with ML frameworks such as PyTorch, TensorFlow, or JAX.
- Expertise in training and fine-tuning large-scale transformer models, working with massive, high-dimensional datasets.
- A passion for applying cutting-edge AI research to real-world problems-financial experience is not required, but curiosity and a desire to learn are essential.
- Strong problem-solving skills and the ability to work in a fast-paced, research-driven environment.
Why Apply?
- Opportunity to pioneer the use of LLMs in finance, working at the intersection of AI and quantitative investing.
- Access to proprietary financial datasets, high-performance compute infrastructure, and a highly collaborative research environment.
- Work with a team of world-class AI researchers and quants, solving some of the hardest problems in systematic investing.
- A research-driven culture that values innovation, experimentation, and independent thinking.
Expected salary:
Location: San Francisco, CA
Job date: Sun, 16 Feb 2025 06:35:19 GMT
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