QSentia ยท 11 hours ago
Senior Quantitative Researcher
United States
Part-time
Remote
Mid, Senior Level
1+ years expQSentia is building a next-generation hedge fund platform that integrates reinforcement learning with large language models for portfolio management. The Senior Quantitative Researcher will design and implement proprietary models focused on risk management and alpha generation, utilizing advanced machine learning techniques and quantitative finance expertise.
Financial Services
Hiring Manager
Aditi Dewan
Responsibilities
Design and implement RL-based portfolio optimization models (e.g., DDPG, TD3, PPO) with a focus on adaptive risk management and regime detection
Develop and integrate LLM-driven alpha signals, enabling the system to extract hidden insights from multimodal data sources (earnings calls, filings, news, social sentiment, market structure)
Optimize performance for GPU-accelerated training and efficient data pipelines (SQL, cloud, or hybrid)
Qualification
Required
1+ years of experience in quantitative development, algorithmic trading, or applied ML research in finance
Strong background in machine learning / reinforcement learning (PyTorch, TensorFlow) applied to portfolio management or trading strategies
Experience designing actor-critic RL frameworks (DDPG, TD3, PPO, SAC) with risk-adjusted reward functions
Deep understanding of financial markets, risk models, and portfolio theory
Proficiency in Python (NumPy, Pandas, PyTorch) and SQL/NoSQL databases; C++ or Rust is a plus
Hands-on experience with LLMs (OpenAI, Claude, Gemini, etc.), natural language processing, or multimodal AI for financial signal extraction
Proven ability to design backtesting engines and eliminate lookahead bias with point-in-time datasets
Strong communication skills and ability to work with PMs, researchers, and technologists
Preferred
Experience with real-time market data APIs (Polygon, Bloomberg, Refinitiv, etc.)
Knowledge of options markets and derivatives pricing
Familiarity with distributed computing frameworks (Ray, Dask, Spark) for large-scale research
Prior experience at a hedge fund, HFT shop, or asset manager in a quant dev or quant research role
Strong communication skills and ability to work with PMs, researchers, and technologists
Benefits
Founder Equity
Points in fund with the potential for salary and bonus post-funding
Company
QSentia
Initial back test results: Sharpe: 2.6 Calmer: 5.6 Sortino: 5.5 Max DD: +18%
2-10 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase