Equity Quantitative Researcher

Versor Investments; New York (NY); On-site; USD 90,000 - 120,000; Full time

Job summary

Versor Investments is seeking an Equity Quantitative Researcher in New York to focus on developing data-driven models for systematic stock selection and portfolio decision-making. Responsibilities include researching portfolio construction, applying computational techniques, and designing automated technology stacks for trading algorithms. The ideal candidate will have a degree in Computer Science or related fields and strong programming skills in Python, C++, Java, or C#. One to three years of relevant work experience is preferred.

Qualifications

• Strong knowledge and interest in statistical modeling techniques and data science.
• Exceptional coding and software design abilities.
• Demonstrated ability to work independently with complete ownership of projects.

Responsibilities

• Research portfolio construction and optimization for large equity portfolios.
• Apply computational techniques and statistical methods to solve problems.
• Design and develop automated cloud-based technology stack for algorithms.
• Build systems for running simulations for model estimation and back-testing.

Skills

Statistical modeling techniques

Data science

Python

C++

Java

C#

Education

B.E., B.Tech., M.Tech., or M.Sc. in Computer Science, Computer Engineering, Statistics

Job description

India

Versor Investments (“Versor”) applies AI and alternative data to global equity markets, focusing on systematic alpha generation across stocks, equity futures, and corporate events.

Role Summary

The Equity Quantitative Researcher position is based in Mumbai and is part of the Portfolio Analytics team. The role focuses on developing data-driven models and analytics that support systematic stock selection and portfolio decision-making. This includes data processing, analyzing large datasets, researching predictive factors, and building back-tested strategies that can be effectively deployed in trading. The ideal candidate possesses strong quantitative and programming skills, along with a deep curiosity about financial markets and a drive to continuously enhance investment performance.

Responsibilities

• Research portfolio construction and optimization in the context of large complex equity portfolios.
• Apply cutting edge computational techniques and statistical methods to solve complex problems.
• Stay up to date on the latest academic and industry research and challenge yourself to continually improve the way they are done.
• Design and develop highly automated cloud-based technology stack for investment and electronic trading algorithms.
• Build next generation systems to run hundreds of simulations for model estimation and back-testing of mathematical algorithms.
• Run simulations on portfolio enhancements and integrate enhancements in the live investment process.
• Provide continuous suggestions for process improvement and performance optimization.

Qualifications

• B.E., B.Tech., M.Tech., or M.Sc. in Computer Science, Computer Engineering, Statistics, or similar discipline
• Strong knowledge and interest in statistical modeling techniques and data science
• Must have exceptional coding and software design ability with technical proficiency in either Python, C++, Java, or C#
• Pursuing, CFA, FRM or CQF are beneficial.
• Must be passionate about developing well-designed scalable software.
• Good oral and written communication skills
• Demonstrated ability to work independently with complete ownership of projects.
• One to three years of relevant work experience