Machine Learning Researcher
New Jersey · Jersey City, New Jersey, US
- Pay
- Pay not listedSimilar roles state $165K–$240K
- Work setting
On-site — work setting source
Location type: On-site
From the employer’s posting- Employment
Full-time — employment source
Employment type: Full-time
From the employer’s posting- Team
Quantitative Research — team source
Department: Quantitative Research
From the employer’s posting
What you’ll work on
Full postingMine alpha factors and build deep learning predictive models on financial market data
Explore signal fusion and strategy ensemble approaches for robustness and portfolio returns
Rapidly prototype, reproduce and optimize state-of-the-art deep learning models
Keep up with academic and industry research and keep iterating on model performance
From the employer’s posting
Mine alpha factors and build predictive models via deep learning based on multi-dimensional financial market data.
Explore signal fusion and strategy ensemble approaches to enhance model robustness and portfolio return characteristics.
Rapidly prototype, reproduce and optimize state-of-the-art deep learning models with mainstream ML frameworks.
Stay updated on latest academic and industrial research, conduct ongoing model iteration and performance enhancement.
What you’ll bring
All qualificationsCore experience
- Bachelor's degree or above in CS, Math, Statistics, ML or related quantitative field
- Strong ML theory foundation; proficient in Python and mainstream deep learning frameworks
- Research or project experience in time series forecasting, NLP or other deep learning areas
- Prior internship or work experience in Internet, AI, fintech or quantitative domains
Qualification wording
Bachelor’s degree or above from top domestic and international universities, majoring in Computer Science, Mathematics, Statistics, Machine Learning or related quantitative disciplines.
Strong theoretical foundation in machine learning, proficient in Python and mainstream deep learning frameworks
Hands-on research or project experience in time series forecasting, NLP or other deep learning related domains.
Prior internship or working experience in Internet, AI, fintech or quantitative domains.
Education & alternatives
Qualifications： 1. Bachelor’s degree or above from top domestic and international universities, majoring in Computer Science, Mathematics, Statistics, Machine Learning or related quantitative disciplines. 2. Strong theoretical foundation in machine learning, proficient in Python and mainstream deep learning frameworks; capable of end-to-end data processing and independent modeling.
Tools in this posting
- Python
Source — Tool mentions in context
1. Bachelor’s degree or above from top domestic and international universities, majoring in Computer Science, Mathematics, Statistics, Machine Learning or related quantitative disciplines. 2. Strong theoretical foundation in machine learning, proficient in Python and mainstream deep learning frameworks; capable of end-to-end data processing and independent modeling. 3. Hands-on research or project experience in time series forecasting, NLP or other deep learning related domains.
Posting record
Report an errorOpen 4 monthsWe first saw this posting 149 days ago and it is still up. Roles open this long are often slow to fill or kept open to collect applications.
- Status in our records
- Live
- First seen by us
- Jun 2, 2026 · 149 days ago
- Recorded sightings
- 75
- Last seen by us
- Oct 30, 2026
- Employer says posted
- May 20, 2026
These dates show when we found the posting. Check the employer’s website to confirm it is still accepting applications.
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Job description
Key Responsibilities：
1. Mine alpha factors and build predictive models via deep learning based on multi-dimensional financial market data.
2. Explore signal fusion and strategy ensemble approaches to enhance model robustness and portfolio return characteristics.
3. Rapidly prototype, reproduce and optimize state-of-the-art deep learning models with mainstream ML frameworks.
4. Stay updated on latest academic and industrial research, conduct ongoing model iteration and performance enhancement.
Qualifications：
1. Bachelor’s degree or above from top domestic and international universities, majoring in Computer Science, Mathematics, Statistics, Machine Learning or related quantitative disciplines.
2. Strong theoretical foundation in machine learning, proficient in Python and mainstream deep learning frameworks; capable of end-to-end data processing and independent modeling.
3. Hands-on research or project experience in time series forecasting, NLP or other deep learning related domains.
4. Logical, rigorous mindset with excellent self-learning capability and strong interest in applying ML to quantitative finance.
5. Prior internship or working experience in Internet, AI, fintech or quantitative domains.
Preferred Qualifications：
1. Kaggle competition awards or first-author publications at top ML conferences (NeurIPS / ICML / ICLR).
2. Relevant internship experience in quantitative trading, asset management or financial technology.
Source details
Source notes
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- Pay
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- Location & working pattern
Jersey City, New Jersey, US
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- Work authorization
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