We are working on behalf of a global, multi-strategyhedge fund to find a Machine Learning Quantitative Researcher. Thisrole is based in London and requires a hybrid working model with aminimum of 3 days per week in the office. Responsibilities: -Collaborate with the Portfolio Manager on alpha research, focusingon idea generation, data gathering, model implementation, andbacktesting for systematic equity strategies. - Develop and deploymachine learning methods for signal generation and portfoliooptimisation. - Build scalable and efficient machine learningpipelines to support research in a trading environment. - Leveragefinancial insights and statistical learning techniques to analyse arange of datasets, creating predictive models for the investmentprocess. - Work in close collaboration with the Portfolio Manager,engaging with the broader investment process. Preferred TechnicalSkills: - Strong research and programming skills in Python. - Adegree (Bachelor’s, Master’s, or PhD) in a quantitative subjectsuch as Applied Mathematics, Statistics, Computer Science, or arelated field from a top-ranked university. - 2+ years ofexperience using machine learning techniques, including computervision. - Experience in creating alpha features and completingprojects independently. Preferred Experience: - 2+ years ofexperience applying machine learning techniques (open to candidatesfrom both finance and technology sectors). Valued Experience: -Strong economic intuition and critical thinking. - Knowledge ofequities and product experience in financial markets. Start Date: -Immediate availability preferred, with flexibility for candidateswith a 12-month non-compete agreement.