Senior Quant Researcher - CTA / Short-Term

Squarepoint Capital; Genf; Vor Ort; USD 60’000 - 100’000; Vollzeit

Zusammenfassung

An established industry player seeks a Quant Researcher to research and implement innovative trading strategies within an automated trading framework. This role involves analyzing large data sets using advanced statistical methods to uncover trading opportunities and requires a strong quantitative background. You will collaborate across regions, ensuring data is ready for trading and monitoring strategy performance during market hours. The position offers a competitive salary and potential discretionary bonuses, along with comprehensive benefits including health and wellness plans. If you thrive under pressure and are passionate about financial markets, this is the perfect opportunity for you.

Leistungen

Health Insurance

Dental Insurance

Wellness Programs

401(k) Contributions

Qualifikationen

• Strong quantitative background required.
• Proficiency in programming languages like C++, Java, or Python.

Aufgaben

• Research and implement trading strategies within an automated framework.
• Analyze data sets to identify trading opportunities.

Kenntnisse

Mathematics

Statistics

Programming (C++, Java, Python)

Data Analysis

Communication Skills

Pressure Handling

Ausbildung

Degree in Mathematics

Degree in Statistics

Degree in Financial Engineering

Degree in Computer Science

Tools

Statistical Software

Jobbeschreibung

Department : Investment - CTA / Short-term

Role Overview :

• Research and implement strategies within the firm’s automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structures across various exchanges and asset classes.
• Critically evaluate results to ensure they are statistically significant and robust.

Typical Day of a Quant Researcher :

• The primary focus is on researching and implementing trading ideas.
• Before market open, ensure all required data and related processes are prepared for the trading day.
• During market hours, monitor the behavior and performance of strategies periodically.
• Compare live performance with simulations.
• Present results to your manager and discuss potential improvements, open questions, and next steps.

Required Qualifications :

• Quantitative background, including degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics.
• Proficiency in at least one major programming or scripting language (e.g., C++, Java, Python).
• Strong communication skills and ability to collaborate across multiple regions.
• Ability to perform well under pressure.
• Familiarity with instruments of at least one liquid non-equity asset class (futures, FX, cash treasuries).
• Experience working with intraday bar data and researching intraday trading opportunities.

The minimum base salary for this role is $60,000 if located in New York. This figure is based on current information at the time of posting. The role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. Benefits may include health, dental, and wellness plans, as well as 401(k) contributions. Compensation and benefits will be determined based on various factors.

LI-DN