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Quantitative Researcher

3 months ago


New York, New York, United States Anson McCade Full time

About the roleAlpha generation, backtesting and implementationDesigning and developing systematic stat arb trading strategies across global equity marketsWorking on portfolio optimisation and the enhancement of existing trading modelsDeveloping big data/ machine learning algorithmsAbout you5+ years experience developing systematic stat arb trading strategies in equity marketsA MSc/PhD from a top-tier university in a quantitative subjectA strong background in mathematics and statistics, with good knowledge of statistical models and signal generationProficiency in back-testing, simulation, and statistical techniquesProficiency in Python and/or C++#J-18808-Ljbffr