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Benefits offered by this job
Fully paid medical and dental insurance
Flexible spending account
401(k)
Generous PTO with unlimited sick days
Employee discounts for gym memberships
Training and development courses
Job summary
A global quantitative finance firm is looking for candidates with quantitative research experience and knowledge of systematic strategies in asset classes. The role involves supporting Portfolio Managers with research, modeling, and implementation of trading strategies. Candidates should hold a PhD or Masters degree and have 2-8 years of relevant experience, with proficiency in Python or C++. Benefits include comprehensive medical coverage, flexible spending accounts, and skill development training.
Qualifications
2-8 years of experience in quantitative research and/or quantitative development.
Strong background in data structures and algorithms.
Ability to work collaboratively with Portfolio Managers.
Responsibilities
Support Portfolio Managers with alpha research and quantitative trading strategies.
Build and maintain tools and systems for quantitative research.
Skills
Quantitative research experience
Programming in Python
Programming in C++
Strong problem-solving abilities
Intimate knowledge of systematic strategies
Education
PhD or Masters degree in quantitative finance, mathematics, computer science
Tools
Linux
Job description
A global quantitative finance firm is looking for candidates with quantitative research experience and knowledge of systematic strategies in asset classes. The role involves supporting Portfolio Managers with research, modeling, and implementation of trading strategies. Candidates should hold a PhD or Masters degree and have 2-8 years of relevant experience, with proficiency in Python or C++. Benefits include comprehensive medical coverage, flexible spending accounts, and skill development training.