ML Alpha Researcher - Tier 1 Hedge Fund - Paris


Paris
GBP100000 - GBP150000
PR/555745_1759737408
ML Alpha Researcher - Tier 1 Hedge Fund - Paris

Role Overview

Join a collaborative research team focused on developing systematic multi-asset strategies through cutting-edge machine learning and quantitative techniques. This role offers the opportunity to work closely with a Senior Portfolio Manager (SPM) on alpha research, contributing to the full lifecycle of model development and deployment across asset classes.

Key Responsibilities

  • Lead and support alpha research initiatives across multiple asset classes, including:
    • Idea generation and hypothesis formulation
    • Data acquisition, cleaning, and feature engineering
    • Model development, backtesting, and performance analysis
  • Apply advanced statistical learning and machine learning techniques to extract predictive signals from diverse datasets, including macroeconomic, fundamental, event-driven, and alternative data.
  • Collaborate closely with the SPM and broader investment team in a transparent and intellectually rigorous environment.
  • Contribute to the continuous improvement of research infrastructure and tooling.

Preferred Technical Skills

  • Strong programming and research skills in Python (experience with libraries such as NumPy, pandas, scikit-learn, PyTorch or TensorFlow is a plus)
  • Solid understanding of machine learning algorithms, time series modeling, and statistical inference
  • Familiarity with backtesting frameworks and performance evaluation metrics
  • Experience working with large-scale datasets and cloud-based data environments

Qualifications

  • Master's or PhD in a quantitative discipline such as:
    • Computer Science
    • Applied Mathematics
    • Statistics
    • Machine Learning
    • Financial Engineering
  • 3-5 years of experience in alpha research, ideally within a systematic or quant-driven multi-asset environment

Highly Valued Experience

  • Demonstrated ability to work with macroeconomic, fundamental, and event-based data
  • Exposure to alternative data sources and signal extraction
  • Strong economic intuition and critical thinking
  • Experience with statistical arbitrage or other short-horizon trading strategies across asset classes

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