Job Description
Job Description
Benefits :
- Bonus based on performance
- Flexible schedule
- Home office stipend
- Opportunity for advancement
- Paid time off
- Profit sharing
- Signing bonus
About Stormlight Capital
Stormlight Capital LLC is a high-frequency trading firm and market maker specializing in event contracts. Leveraging advanced technology and quantitative expertise, we deliver deep liquidity, efficient pricing, and robust risk management for our proprietary trading strategies. Continuous innovation and disciplined execution keep us at the forefront of event-based markets.
Role Summary
You will spearhead research initiatives that transform largescale textual and structured datasets into systematic trading signals. Working closely with portfolio managers, data engineers, and software developers, you will own the full research lifecyclefrom idea generation and data acquisition through model development, backtesting, and handoff to production.
What Youll Do
Identify predictive patterns in alternative textual and tabular data sourcesMine timeseries and crosssectional relationships in highfrequency and daily tabular dataBuild and compare NLP architectures (transformers, embeddings, topic & sentiment models)Develop statistical and machinelearning models (linear factor, treebased, gradient boosting, neural nets) that combine textderived features with numeric factorsConstruct robust, transactioncostaware backtestsPartner with Data Engineering to scale data pipelines and feature storesWork with Portfolio Engineering to integrate signals into systematic strategies and monitor live performancePresent findings to senior leadership; contribute to Stormlights research culture through whitepapers, internal talks, and code reviewsMinimum Qualifications
Education M.S. or Ph.D. in Computer Science, Statistics, Physics, Electrical Engineering, Applied Math, or a related quantitative fieldProgramming Expertlevel Python (pandas, NumPy, PyTorch or TensorFlow, scikitlearn); solid SQL; version control (git)NLP & ML Handson experience training and finetuning large language models, embeddings, and classical NLP pipelines; strong grasp of supervised learning, regularization, crossvalidation, and hyperparameter optimizationData Handling Comfort manipulating TBscale datasets; proficiency with Spark, Dask, or comparable distributed frameworksResearch Rigor Track record of designing repeatable experiments, performing thorough statistical validation, and communicating uncertaintyCommunication Ability to translate complex technical concepts into clear, actionable insights for stakeholdersPreferred / Bonus Skills
Prior alpharesearch or riskmodeling experience in equities, futures, options, or FXFamiliarity with market microstructure and execution cost modelingContributions to opensource ML / NLP projects or published researchWhy Stormlight
Impact from Day 1 Your models feed directly into active portfoliosResearchFirst Culture time for bluesky experimentation; regular reading groupsCompetitive Total Compensation Base salary, performancelinked bonus, and profitshare.Flexibility Hybrid schedule or fully remote in a USfriendly time zoneThis is a remote position.
