Quantitative Researcher

## About the Role Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for its investors. As a Quantitative Researcher on the systematic trading team, you will develop ML-driven alpha signals across equities, futures, and liquid assets. ## Responsibilities - Engineer predictive features from high-frequency market data and unstructured alternative datasets for ML models - Develop research pipelines on distributed compute clusters for tree-based models and deep learning - Design ML-driven alphas for equities, futures, and liquid assets - Deploy signals to production with iterative performance improvements - Track ML advances including NLP/LLM developments and present ideas to the team ## Requirements - MS or PhD in computer science, statistics, mathematics, or related quantitative field from top-tier university - Minimum 5 years alpha-research experience at a leading buy-side firm or global bank - Expertise in tree-based models, deep learning, and NLP/LLM - Python proficiency (C++ preferred); distributed computing experience - Strong analytical and communication skills