Quantitative Researcher

1 week ago

New York, United States Centiva Capital Full time

Job Title: Quantitative Researcher

Company: Centiva Capital

Location: New York, NY

Job Type: Full-time


Centiva Capital, LP (“Centiva” or the “Firm”) is a global alternative investment management firm headquartered in New York City with additional offices in London, Paris, Singapore and throughout the USA. The Firm’s flagship fund is a diversified, absolute return oriented multi-strategy fund that generally focuses on arbitrage, systematic and relative value strategies. The fund utilizes a multi-manager, multi-strategy approach.


The Firm is seeking a Quantitative Researcher to join its expanding Macro Event Trading Pod. The Quantitative Researcher will have a significant responsibility in engaging in innovative alpha research and playing a significant role in driving investment decisions.


Job Description:


  • Develop and support systematic and discretionary high-frequency trading strategies for various asset classes, including equity futures, bond futures, sector indexes, and thematic baskets.
  • Oversee the entire quantitative research process, including methodology selection, data onboarding, exploratory analysis, strategy backtesting, and performance monitoring.
  • Develop quantitative frameworks to advise the portfolio manager on risk limits, position sizing, portfolio construction, and trade execution.


Qualifications/Required Experience/Skills:


  • A degree in a technical or quantitative discipline, such as statistics, mathematics, physics, computer science, or engineering.
  • 3-6 years of experience in a quantitative research role, with a minimum of 18 months developing trading strategies in the high-frequency equity or rates futures space.
  • Experience as a quant researcher at a hedge fund or prop shop, or as a desk strategist supporting portfolio managers/traders, preferred.
  • Proficient in Python, and a data science expert able to apply appropriate data science techniques to various analytical and trading contexts.
  • Skilled at conducting both on-the-fly quantitative analysis during live trading sessions and carrying out medium-term research projects under the guidance of the portfolio manager.
  • Experienced with event trading strategies on equity futures or thematic baskets, focused on central banking and economic releases, is a plus.


Why Join Us:


  • Strategic Hire: You'll be at the heart of the team’s investment process, serving as "the glue" that connects the insights and expertise of different domain experts across our team (portfolio managers, traders, economists) into quantitative signals that drive investment decisions.
  • Steep Learning Curve: Unlike typical quant roles that are often siloed, you'll be fully integrated into the team. You'll gain exposure to various functions (systematic/discretionary portfolio management, volatility trading, forecasting, economics), offering a unique learning experience.
  • Collaborative Excellence: We aim for excellence by fostering a results-driven culture that optimizes your productivity by prioritizing your well-being with flexible work arrangements.


The annual base salary range for this position is expected to be from $150,000 to $250,000 per year. This role is eligible for a discretionary bonus. Actual base salary offered to the successful candidate will depend on various factors including, but not limited to, work experience and credentials, skill level, and other market conditions. Details on the total compensation package, which includes a base salary, discretionary bonus and benefits package, will be finalized at the time of offer.


Note: The selected candidate must be able to start employment within 6 months of the role being offered. Candidates who can start immediately are preferred.

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