AI Researcher

Quant Blueprint LLC; United States; On-site; USD 100,000 - 150,000; Full time

Job summary

Quant Blueprint LLC is seeking a Quantitative Researcher to join their team in the United States. The role involves collaborating with portfolio managers and developers on systematic macro trading strategies, enhancing existing trading systems, and evaluating datasets for new alpha generation.

The ideal candidate will have 3-7 years of experience in rates/fixed-income trading, a Master's or PhD in a quantitative field, and a passion for data-driven investment strategies.

Qualifications

• 3-7 years experience in systematic trading in rates/fixed-income derivatives or futures.
• Ability to conduct independent research on alpha generation.
• Experience managing and running risk is a plus.

Responsibilities

• Focus on research related to systematic macro trading strategies.
• Contribute to the building and improvement of trading systems.
• Evaluate new datasets for alpha potential.

Skills

Independent alpha research

Portfolio construction

Curve building

Risk management

Education

Masters or PhD in mathematics, computer science, economics

Job description

The Role

The Quantitative Researcher will work directly with the portfolio manager, other quant researchers, and developers in a highly collaborative environment gaining exposure to all aspects of the investment process, including signal generation, portfolio construction and trade execution. You will leverage our top-notch research and trading infrastructure to develop and deploy models around alphas, execution, and risk management. The ideal candidate will be intellectually curious, love data and have a mindset of continuous improvement.

What you'll do

• Focus on research related to systematic macro trading strategies, mainly on rates/fixed-income assets.
• Contribute to building, maintenance, and continual improvement of production, trading, and execution.
• Evaluate new datasets for alpha potential, build analytics tools, improve existing signals and trading strategies.
• Collaborate with the portfolio manager directly, be a core contributor to the growing investment process.

What you'll bring

• 3-7 years experience in systematic trading in rates/fixed-income derivatives, bonds or futures from top-tier funds or banks.
• Demonstrate ability to conduct independent alpha research, portfolio construction, curve building and asset pricing.
• Masters or PhD degree in mathematics, computer science, economics or other related discipline.
• Experience with managing and running risk is a plus.