Selby Jennings is working with a top-tier hedge fund in their Austin, TX location. They are currently focusing on building out their Data Science/Quant Development team under a new PM in in their fast growing, up-and-coming Texas office.
As a part of this team you will partner directly with the PM and internal trading teams to build and enhance market prediction models utilizing quantitative problem solving and advanced statistical techniques. Our client is looking for top-notch Data Scientists/Quant Developers that are familiar with the finance industry and have experience with statistical and ML models.
- 6+ years experience in ML and/or Statistics
- Strong Python experience
- Experience using NLP models
- Experience with C++ or other low level languages is a plus