Senior Quant Researcher - CTA/Short-Term

Squarepoint Capital; Madrid; Presencial; EUR 60.000 - 69.000; Jornada completa

Descripción de la vacante

A leading financial firm is seeking a Quant Researcher to research and implement trading ideas using advanced statistical methods. Candidates should possess a strong quantitative background, programming proficiency, and the ability to analyze large data sets. This role offers competitive compensation and benefits in a collaborative environment.

Servicios

Health and dental benefits

401(k) contributions

Wellness plans

Discretionary bonuses

Formación

• Quantitative background required.
• Strong programming proficiency (C++, Java, Python).
• Familiarity with non-equity asset classes.

Responsabilidades

• Research and implement trading strategies.
• Analyze data sets for trading opportunities.
• Present results and discuss improvements.

Conocimientos

Statistical Analysis

Programming

Communication

Pressure Management

Market Structure Familiarity

Educación

Degree in Mathematics

Degree in Statistics

Degree in Financial Engineering

Degree in Computer Science

Descripción del empleo

• 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 structure of various exchanges and asset classes.
• Critically question results to ensure they are statistically significant and robust.

Typical Day of Quant Researcher :

• Primary focus throughout the day is on researching and implementing trading ideas.
• Before market open, check that all required data and related processes are ready for the trading day.
• During market hours, sporadically monitor behavior and performance of strategies.
• Compare live performance with simulations.
• Present results to your manager and discuss improvements, open questions, and next steps.

Required Qualifications :

• Quantitative background -includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong communication skills and ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.
• Good 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 expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors.

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