Quantitative Researcher - On-site San Francisco, CA $210K - $270K

About the role:

One of clients is looking for a Quantitative Researcher with 4+ years of experience to build the ML models that catch attackers in real time. You'll have deep statistical rigor and enjoy digging into messy alternative data. You'll join an elite team of quants and engineers at a seed-stage company that doubled its revenue in the past 3 months, and you'll have real ownership over detection and forensics, which are core to Petra's product.

What will you be doing?

• Build new ML models and improve existing ones for account-compromise detection, targeting 100% recall and near-100% precision
• Solve forensics problems by separating attacker activity from real-user activity across the full activity timeline
• Own the full research pipeline: pull your own data, clean it, engineer features and model it
• Choose model architectures with production latency in mind, then ship and maintain your own code
• Work with a small, elite team while owning specific modeling goals and their results

Requirements:

Dealbreaker (must have, don't apply without these)

Work experience

• Quantitative research experience at top-​tier trading firms or hedge funds (e.​g.​ Citadel,​ Susquehanna,​ Jane Street,​ Hudson River Trading,​ Optiver,​ Two Sigma,​ Point72,​ Bridgewater etc.​)

Hard skills

• Strong quantitative fundamentals (statistics,​ linear algebra,​ anomaly detection,​ behavioral modeling,​ NLP)

Baseline

Seniority

• 4+ years of experience as a quantitative researcher

Work experience

• End-​to-​end machine learning research ownership i.​e.​ pulling their own data,​ building the model,​ and shipping to production

Education

• BS+ in CS,​ Statistics,​ Math,​ or quantitative field from top US program

Hard skills

• Proficiency in programming (Python,​ C++,​ Rust) and version control (Git)
• Experience training and deploying machine learning models in production (feature engineering,​ data cleaning,​ latency constraints)

Miscellaneous

• Existing US work authorization (visa sponsorship available only for exceptional candidates)

Nice-to-have

Work experience

• Experience with alternative data in mid-​frequency equities

Education

• Masters or PhD from a strong institution

Hard skills

• Experience working with databases and querying data using indexes

Salary: $210K - $270K Equity: Competitive equity

On-site work policy: 5 days in-office in San Francisco, CA

Full-time position

Location: San Francisco, CA

Visa sponsorship details

Open to visa transfers (e.g. OPT, H1B transfers)

Open to visa sponsorships (e.g. new H1B, TN)