About the Role
We are a quantitative hedge fund building systematic strategies with a strong emphasis on applying modern machine learning (Deep Learning / Reinforcement Learning) to alpha research and/or execution. This role sits close to trading and engineering, and you will drive projects end-to-end-from research idea to production implementation-with rigorous out-of-sample validation and continuous iteration.
Key Responsibilities
* Research and develop predictive models (ML/DL) for returns/volatility/liquidity across multiple horizons; iterate to improve out-of-sample performance. [1](https://edu.dakao8.net/mju/)
* Own one or more parts of the full research pipeline: data cleaning & denoising → feature engineering → modeling/training → backtesting/validation → monitoring & iteration. [1](https://edu.dakao8.net/mju/)
* Apply reinforcement learning / sequential decision-making to execution and trading decisions where applicable (e.g., order placement, execution scheduling, slippage control, and constraint handling). [1](https://edu.dakao8.net/mju/)
* Study market microstructure and tick/order-book dynamics; translate insights into features, models, and execution constraints. [1](https://edu.dakao8.net/mju/)
* Work closely with quant developers/engineers to productionize research, improve research/data platforms, and enhance trading/execution infrastructure. [1](https://edu.dakao8.net/mju/)
* Maintain high research rigor (data leakage controls, robust evaluation, regime analysis) and document findings clearly for internal stakeholders. [1](https://edu.dakao8.net/mju/)
Requirements
* Strong quantitative background (CS/Math/Statistics/Physics/EE/Financial Engineering or related); MSc/PhD preferred or equivalent industry research experience. [1](https://edu.dakao8.net/mju/)
* Proficient in Python and scientific/ML stack (e.g., NumPy/Pandas/Scikit-learn/PyTorch); capable of handling large datasets and building reproducible research pipelines. [1](https://edu.dakao8.net/mju/)
* Solid foundations in statistics/optimization and strong research discipline; ability to independently drive projects and deliver results. [1](https://edu.dakao8.net/mju/)
* Hands-on experience with DL (representation learning, sequence modeling, regularization/optimization) and/or RL (MDPs, policy optimization, off-policy learning, reward design). [1](https://edu.dakao8.net/mju/)
* Strong communication and collaboration skills; comfortable working in a fast-paced environment with close feedback loops between research, engineering, and trading. [1](https://edu.dakao8.net/mju/)
Preferred / Nice to Have
* Experience with high-frequency data, tick-level analysis, and market microstructure research. [1](https://edu.dakao8.net/mju/)
* Experience with execution modeling (market impact, order placement, execution algorithms) and evaluation frameworks. [1](https://edu.dakao8.net/mju/)
* C++ proficiency for performance-critical components (feature extraction, low-latency inference, execution modules). [1](https://edu.dakao8.net/mju/)
* Prior experience at a systematic hedge fund / prop / market-making firm; proven track record in taking models from research to production. [1](https://edu.dakao8.net/mju/)
What We Offer
* Direct impact on live strategies with rapid iteration and ownership
* Close collaboration with trading and engineering; strong research-to-production culture
* Competitive compensation aligned with performance and level
