Medium Frequency Quantitative Researcher

Tudor; New York (NY); On-site; USD 150,000 - 250,000; Full time

Job summary

Tudor's Macro Pipeline team seeks a Quantitative Alpha Researcher to work within a systematic trading group that develops automated futures signals for intraday to daily horizons.

The role requires 3+ years of research experience, a strong mathematical background, and fluency in Python and R. This is a demanding position in New York with a focus on delivering robust, scalable alpha.

Qualifications

• 3+ years of experience researching scalable short and medium-term alpha.
• Advanced degree preferred (MSc/PhD) from a top institution.
• Quantitative field degrees strongly preferred.

Responsibilities

• Research and implement fully automated systematic futures signals with intraday to daily horizons.

Skills

Alpha research

Python

R

Statistics

Optimization

Attention to detail

Creative thinking

Education

MSc or PhD in a quantitative field

Job description

Tudor’s Macro Pipeline team seeks a Quantitative Alpha Researcher to work within a systematic trading team that currently researches, builds and maintains systematic trading models in the liquid futures space. The candidate’s primary responsibilities will include researching and implementing fully automated systematic futures signals with intraday to daily horizons. Suitable candidates will generally have at least 2-4 years of comparable research experience.

Requirements

• 3+ years of experience researching scalable short and medium-term alpha
• An advanced degree (MSc or PhD) from a top institution is preferred
• Strong preference for advanced degrees in a quantitative field (e.g. Statistics, Machine Learning, Physics, Mathematics, or Engineering)
• Excellent understanding of probabilities, statistics and optimization
• Excellent programming skills: fluency in Python and R is a must, as is the ability to write efficient code
• High attention to detail
• Creative thinker

Compensation

• Annual base salary for the position is expected to be from $150,000 per year to $250,000 per year. Actual salary offered to the successful candidate will depend on various factors including, but not limited to, geographic location, work experience and credentials, and/or skill level, the salary expectations of applicable applicants, and other market conditions. Details about eligibility for bonus compensation will be finalized at the time of offer.