Advanced degree (PhD/Master’s) in a quantitative field. 8+ years in quantitative research at hedge funds, prop trading, or quantitative asset managers. Proven hands-on expertise in statistics, time series modeling, ML, deep learning, and generative AI. Track record of using GenAI tools. Proficiency in Python (Pandas, NumPy, scikit-learn). Experience in C++, Rust, or Java for performance-critical systems. Experience with large-scale data management (SQL/noSQL). Experience with high-performance/GPU computing. Experience with cloud platforms (AWS/GCP).