Quantitative Researcher
2 weeks ago
We are partnering with a double-digit AUM Multi-Strat Hedge Fund that focuses on deployment of systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The firm operates on a global scale, and is particularly interested in supporting their current growth with the addition of an Experienced Cash Equities Quantitative Researcher.
The successful candidate will be responsible for end-to-end development of strategies, contribution to the analysis framework for scalable research, and maintenance and improvement of portfolio trading in a production environment.
Opportunities for progression are unparalleled given your exposure to the Investment team, as well as potential relocation overseas.
Candidate requirements:
- Applicants must have a strong track record delivering successful systematic quantitative strategies.
- Candidates must have a strong academic record from top tier institutions.
- 3+ years of work experience in mid-frequency systematic alpha research in cash equities, with exposure to statistical arbitrage or alternative data research.
- Experience with signal blending and portfolio construction.
- Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus.
Additional information:
- The firm offers industry leading performance bonuses, as well as large incremental year-on-year comp increases.
- This role is also open for the firm's London office.
- Open to relocating relevant candidates to New York or London.
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