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Systematic Equities Quant Researcher | Manhattan, NY, USA | In-Office
3 months ago
Systematic Equities Quant Researcher Anson McCade, Manhattan, United States Posted: 4 days ago | Job Type: In-Office | Employment Type: Permanent | Compensation: High Base + Bonus/Market Leading Benefits My client is a global, multi-strat hedge fund who is market leading in systematic equities. They are looking for a quantitative researcher with experience of working with systematic equity strategies, ranging from statistical arbitrage, intraday, or index rebalance. The ideal candidate will have experience in alpha research, systematic equity, and/or futures + options systematic strategies, and coding in Python or C++. Main Responsibilities: Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies. Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process. Collaborate with the PM in a transparent environment, engaging with the whole investment process. Provide tools and data needed to the trading team to help manage risk. Minimum Requirements: Demonstrated ability to conduct independent research using large data sets. Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience. Strong research and programming skills. Working knowledge of Python and/or C++. Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field. Strong economic intuition and critical thinking. Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading. Trading experience would be desirable but is not necessary. #J-18808-Ljbffr
