Senior Quant Researcher - CTA/Short-Term

Squarepoint Capital; Zug; Vor Ort; CHF 60’000 - 120’000; Vollzeit

Zusammenfassung

A leading financial firm is looking for a Quant Researcher to enhance their automated trading strategies. The role involves analyzing market data, developing trading strategies based on statistical methods, and collaborating with teams across regions. Ideal candidates have a quantitative background and programming skills, along with experience in asset classes like futures and FX.

Leistungen

Discretionary bonuses

Health and dental plans

Wellness programs

401(k) contributions

Qualifikationen

• Background in quantitative fields like Mathematics, Statistics, or Financial Engineering.
• Proficiency in programming languages such as C++, Java, or Python.
• Experience with liquid non-equity asset classes.

Aufgaben

• Research and implement trading strategies within automated trading framework.
• Analyze large data sets to identify trading opportunities.
• Monitor and evaluate trading performance and strategies.

Kenntnisse

Quantitative analysis

Statistical methods

Communication

Programming

Ausbildung

Degree in Mathematics

Degree in Statistics

Degree in Financial Engineering

Degree in Computer Science

Tools

C++

Java

Python

Jobbeschreibung

Position 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 processes are ready for trading.
• During market hours, monitor the behavior and performance of strategies.
• Compare live performance with simulations.
• Present results to your manager and discuss improvements, 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 regions.
• Ability to work well under pressure.
• Familiarity with liquid non-equity asset classes (futures, FX, cash treasuries).
• Experience 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 and may vary. The role may include discretionary bonuses, benefits such as health and dental plans, wellness programs, and 401(k) contributions. Compensation and benefits are subject to various factors.

LI-DN