Quantitative Researcher
Solliciteren
Plaats
Brussel1000
Brussel
België
Contract
Vooltijds, Onbepaalde duurDatum gepubliceerd
2026-02-24Online to:
2026-04-25EUR 20.00 HOUR
Quantitative Researcher
- AlphaMaker
- Brussel
- 2 dagen geleden
Key Responsibilities
· Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning (ML) models.
· Develop research pipelines on a distributed compute cluster for tree-based models, deep learning, NLP/LLM, and related ML models.
· Design and prototype ML-driven alphas for cash equities, futures, and other liquid asset classes.
· Collaborate with researchers and developers to deploy signals into production, and perform iterative improvements based on real performance.
· Track academic and industry advances in machine learning and present actionable ideas to the team.
Required Skills & Qualifications
· MS or PhD in computer science, statistics, mathematics, or a related quantitative discipline from a top-tier university.
· Minimum 5 years of alpha-research experience at a leading buy-side firm or global bank.
· Expertise in tree-based models, deep learning, and NLP/LLM with strong understanding of probability and overfitting-control practices.
· Proficiency in python (and preferably C++ or similar), coupled with experience on distributed/hybrid compute environments.
· Excellent analytical, verbal, and written communication skills, with a proactive, ownership-driven mindset suited to the fast-paced trading floor.
· Engineer predictive features from high-frequency market data and unstructured alternative datasets for machine learning (ML) models.
· Develop research pipelines on a distributed compute cluster for tree-based models, deep learning, NLP/LLM, and related ML models.
· Design and prototype ML-driven alphas for cash equities, futures, and other liquid asset classes.
· Collaborate with researchers and developers to deploy signals into production, and perform iterative improvements based on real performance.
· Track academic and industry advances in machine learning and present actionable ideas to the team.
Required Skills & Qualifications
· MS or PhD in computer science, statistics, mathematics, or a related quantitative discipline from a top-tier university.
· Minimum 5 years of alpha-research experience at a leading buy-side firm or global bank.
· Expertise in tree-based models, deep learning, and NLP/LLM with strong understanding of probability and overfitting-control practices.
· Proficiency in python (and preferably C++ or similar), coupled with experience on distributed/hybrid compute environments.
· Excellent analytical, verbal, and written communication skills, with a proactive, ownership-driven mindset suited to the fast-paced trading floor.